CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Front office Market Quant Analytics group creates implements and supports quantitative models for across the asset classes. Group is responsible for the Risk Calculations, PAA Calculations and other regulatory requirement.
This role is in a newly created group of around 10 Quantitative developers, who will sit in the trading floor and will implement cross-asset solutions. This is a high-visibility strategic project and comes with a unique opportunity to learn about multiple businesses such as FX, Equities, Credit, Rates, commodities etc. in a single role.
Majority of the work is a green field development of completely new functionality. Work involves implementing front office risks, FRTB, GSST, CCAR and other projects for all the asset classes in Citi. The candidate will work on a variety of projects, designing and implementing code primarily in C++. The work done by the candidate will pave the path of future projects and systems across the firm and will be closely watched by the senior managers across the firm. The candidate will be exposed to a wide variety of mathematical and computer sciences problems ranging from hardware acceleration to interface design. The candidate will be fully integrated into the front office Quant team and will work in close collaboration with the Traders, Structurers and members of Technology.
Qualifications and Competencies:
Degree in computer science or a mathematical subject (Maths/Physics/Engineering etc).
Strong background in computer science is required. Significant experience in key languages (C++, C#, Java, Python) is vital (C++ is strongly preferred) and exposure to mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo Methods, PDE solvers...) is preferable.
Show keen interest in the financial markets.
Show keen interest in implementation of models and the architecture of model libraries.
Strong teamwork capability.
Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up.
Ability to communicate progress and importance of projects to non-technical clients of the Library.
Front Office development experience is advantageous, particularly those with cross asset Quant Developer experience.
Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.
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: 6131009
eFinancialCareers is a career site specializing in financial services.