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Python Quantitative Developer position at Citi's Markets Quantitative Analysis Department, responsible for providing analytical models for pricing securities and risk management throughout the Markets' businesses.
Job Responsibility:
Development and maintenance of the in-house python Analytical infrastructure
Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
Work on general efficiency improvement and optimization of the analytical library
Work on Regulatory and Governance based projects across a range of the asset classes
Work with Quant teams to standardize regulatory and infrastructural solutions
Requirements:
1-2 years relevant experience in a Quantitative Developer role or Software development experience
Good command of programming using Python
Understanding distributed infrastructures: MQs, Service discovery, Python, Asyncio, SQL, MongoDB, React is an advantage
Proven track record of development and support analytics library such as Rates, Credit, Equities, Commodities as advantage
Previous experience working on Regulatory based projects such as Model Risk, Basel III, Stress Testing, CCAR, PAA an advantage
BSc / MSc in Software Engineering, Computer Science, Natural Sciences or Economics
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