Citi Looking for Quantitative Developer (RWA, Cross- Asset) at London, UK Full Time

Qualifications:

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Develop analytics libraries used for pricing and risk-managementCreate, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, web development using JavaScript/TypeScript, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probabilityCollaborate closely with Quantitative Analysts, Traders, Structurers, and technology professionalsWork in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructureBuild a culture of responsible finance, good governance and supervision, expense discipline and ethicsAppropriately 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 sameAdhere to all policies and procedures as defined by your role which will be communicated to youObtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframeAppropriately assess risk when business decisions are made, demonstrating particular consideration for the firm’s reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
Experience in a comparable quantitative development or technology roleMust have technical/programming skills; Python, TypeScript; and Software design and principlesDesired: Product knowledge, Investments and Quantitative MethodsConsistently demonstrates clear and concise written and verbal communication skills