Quantitative Developer - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

We are looking for an experienced Quantitative Developer to join the XiNG team in London, as part of Markets Quantitative Analysis (MQA).

The XiNG team currently comprises nine people:
three in New York and six in London. The team develops and maintainsthe Xi library that underpins MQA's commitments to the XiNG initiative.

XiNG is a Global Markets-wide project to re-engineer the systems that use MQA's Quant libraries to compute risk, PAA, xVA, perform stress testing, etc., by building on top of a standardisedset of asset-class agnostic interfaces to the Quant libraries.

It is a core part of the firm's strategic commitment to improve risk and controls within Global Markets.

The members of the XiNG team are responsible for defining and implementing the XiNG standard interface, and supporting the associated language bindings.

The role involves:
- working in collaboration with the Quant teams in MQA and our IT partners in Front-Office and Risk Technology to define new asset-class agnostic interfaces for interacting with the Quant libraries;
- refining existing XiNG interfaces as requirements evolve;
- enhancing the existing XiNG implementation by fixing bugs and improving performance;
- increasing our test coverage;
- improving our documentation;
- helping the Quant teams complete and test their implementations of existing and new XiNG interfaces;
- advising IT teams on how to use the XiNG interfaces effectively to help them build systems on top of XiNG;
- participating in the release process for the Xi library.
Experience of library development, preferably in a quantitative domain, is essential.
You must have a strong software development skill set. You must be technically proficient in at least C++ and Python. Knowledge of other programming languages (such as Java or C#) would be useful.

You will be interacting with a diverse set of people over a wide range of disciplines; excellent communication and collaboration skills are essential.

General Responsibilities:

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.
Be familiar with and adhere to Citi's Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
Adhere to all policies and procedures as defined by your role which will be communicated to you Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe

Qualifications:

At least 3 years of experience in a comparable Quantitative Developer role
Must have technical/programming skills: C++, Python, and knowledge of software design best practices
Consistently demonstrates clear and concise written and verbal communication skills

Education:

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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