Quantitative Developer (Credit), AVP

As regulatory demands continue to tighten-especially around model testing-Citi is investing in advanced solutions to meet these requirements and drive our strategic vision of unified tools and processes across all asset classes. In this role, you'll have the opportunity to provide crucial technical and design support to our Quant team and collaborate directly with clients of our libraries, making an impact on the firm's innovation and compliance efforts. This role is focused on the Quant Development (QD) side of the Credit Quant team. In addition to providing technical support, the QDs in this team focus on tools, library architecture, testing and releases as well as development work with some focus on mathematical modelling. Many of the tools and framework development will be shared by other asset classes, therefore, a collaborative focus is essential. What you'll do

• Working as part of a team as well as on an individual basis
• Develop analytics libraries used for pricing and risk-management (C++, Python) on Windows and Linux
• Testing and reporting framework development including tools.
• Technical and design support for Quants and library users
• Support quantitative models for the trading business using a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++ including STL, object-oriented software design, Python.
• Library extensions and enhancements as dictated by the trading desks.
• Collaborate closely with other asset classes, Traders, Structurers, and technology professionals.
  
  Strong C++ and Python programming skills
• Advanced ability in library development on Windows and Linux
• commercial awareness
• Master's and/or PhD
• Ability to focus on major projects, and deliver promptly, whilst juggling the day-to-day requirements that come up.
• Ability to clearly communicate progress and importance of projects to non-technical clients of the library.
  
  By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
  
  By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:
• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
• A discretional annual performance related bonus
• Private medical insurance packages to suit your personal circumstances.
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave
• Exclusive discounts for employees, family, and friends
• Access to an array of learning and development resources
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.