Quantitative Developer, VP

CitiNew York, NY
13d

About The Position

Create, implement, and support analytics and testing for Markets Front Office Interest Rates. Leverage a wide variety of computer science and mathematical methodologies and tools, primarily in Python, with C++ also being used more extensively. Rapid prototyping of ideas whilst maintaining a high degree of data integrity, to provide business information under a quick turnaround time. Build a culture of responsible finance, good governance and supervision, expense discipline and ethics. Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation. This is a not an entry level role, previous experience in a similar role is required.

Requirements

  • Excellent technical and programming skills in Python and C++
  • Previous experience in a similar role is required
  • Masters/ PhD in Maths, Physics, Engineering or similar degree
  • Ability to clearly communicate progress and importance of projects to non-technical clients of the library
  • Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up

Nice To Haves

  • Experience working within the Rates product and knowledge/interest around Interest rates is desirable
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