Overview

The Equity Quantitative Analysis team creates, implements and supports the models for the Equities Division within Citi Markets. As part of the front office, the team supports the trading business in all quantitative aspects.

Key Responsibilities:


This candidate will report to the head of the Equity Quant Development group. The candidate will work on projects as part of a strategic upgrade of the modelling and risk infrastructure, designing and implementing code in C++ into the Equity Quant library to meet business and technical requirements. The candidate will be exposed to a wide variety of mathematical and computer sciences problems ranging from hardware acceleration to interface design. The candidate will be fully integrated into the front office Quant team and will work in close collaboration with the Traders, Structurers and members of Technology.

Knowledge/Experience:

  • Strong background in computer science is required. Significant experience in key languages (C++, C#, Java, Python, kdb, SQL) is vital and exposure to mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo Methods, PDE solvers…) is preferable.
  • At least two years of experience in Front Office development is required with preference given to those with Equity Derivatives experience.

Skills:

  • Show keen interest in the financial markets.
  • Show keen interest in implementation of models and the architecture of model libraries.
  • Strong teamwork capability.
  • Strong technical programming (C++, C#, Java, Python, kdb, SQL).
  • Knowledge of derivatives models (Equity, Rate, FX…).

Qualifications:

  • Degree in computer science or a mathematical subject (Maths/Physics/Engineering etc.).

Competencies:

  • Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organizational success.

To apply for this job please visit the following URL: http://citi.us/2mIXXTK →


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