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Quantitative Developer to join the Roots team within MQA. The roots team develops the Roots library, a core C++ library of common components underlying the pricing libraries of all main asset classes. Job Background/context:
We are looking to hire a Quant Analyst into the Roots Team. This team is responsible for developing the core C++ library of common components underlying the pricing libraries of all main asset classes. Covering, primarily, numerical and high-performance compute components, it will expand to encompass a wide range of common functionality. In addition the role will involve promoting good practice in build and development environments. Key Responsibilities:
Developing C++ library and integration/liason with asset groups
Development of high-performance numerical library components
Performance tuning of Roots library
Consultancy on high-performance computing, optimisation and strategy
Improving and assisting in creating a high-quality development environment
Knowledege of CUDA/OpenMP/AMP an advantage
Strong C++ (Essential)
Interest in financial Markets
Higher degree in a strongly computing or numerate subject (Maths/Physics/Engineering/Computing)
Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience. Valuing Diversity: Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organisational success. Citi is an Equal Opportunities Employer
Internal Number: 5857172
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