1+ months
2018-06-122018-08-22

MQA Common Quantitative Developer - VP

Citigroup
New York, NY
  • Primary Location: United States,New York,New York
  • Education: Bachelor's Degree
  • Job Function: Trading
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18038980

Description


About Citi

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citis Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients and the publics trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

Job Purpose/Key responsibilities:

A quantitative developer is required to join the Common Quant Development group within Markets Quantitative Analysis at Citi. CQD is driving a process to align all of Citis Quant libraries with a single architecture, known internally as XiNG. This work has a very high profile and is seen as a key part of Citis strategy to comply with regulatory requirements. The successful applicant will be involved in designing the XiNG architecture, its implementation and associated tools which use these technologies.

CQD is also responsible for Quant Development more generally within MQA and provides advice and a number of tools to the Quant groups at Citi. The role will involve some work supporting and maintaining the Quant environment as well as work more directly related to the XiNG project.

The role will provide exposure to the Quants who develop against the XiNG architecture and to the various groups in IT who embed those analytics in their applications. Sometimes the work will be in CQDs own infrastructure but at other times it will involve working directly on the Quant libraries themselves.

Knowledge / Experience:

Experience of rapid application development in a similar role elsewhere, either at another bank or in a software house.
Analytics library development
Software engineering

Competencies:

Excellent communication and interpersonal skills
Ability to work effectively with people


Qualifications


Skills:

Strong C++
Experience of other programming languages, including Java, Javascript, C#, Python and Perl
Experience with React is a plus
Windows and Linux development
Desire to implement industry best practice

Qualifications:

A numerate background
A bachelors degree
Possibly a Computer Science or Software Engineering degree


Categories

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MQA Common Quantitative Developer - VP

Citigroup
New York, NY

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