At a Glance
- Tasks: Create and implement quantitative models for FX trading using advanced maths and programming.
- Company: Join Citi, a global leader in financial services with a commitment to responsible growth.
- Benefits: Competitive salary, comprehensive benefits, and opportunities for professional development.
- Other info: Dynamic work environment with a focus on ethics and responsible finance.
- Why this job: Make a real impact in finance while collaborating with traders and tech experts.
- Qualifications: Strong background in mathematics, programming (Java, Python), and financial concepts.
The predicted salary is between 60000 - 75000 £ per year.
By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
Team/Role Overview
The Quantitative Analyst will join the FX Algo Quant team with a focus on FX Swaps and curve construction. This team is responsible for creating and improving models that allow us to automatically price and risk manage Linear FX products. The analyst is a strategic professional who stays abreast of developments within this field and contributes to the strategy by considering their application in own job and the business. There is a direct connection between the work delivered and the revenue that the businesses generate so therefore requires a good commercial awareness. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular our trading colleagues. Expected to have a basic understanding of technology architectural principles as there is a close relationship with the development teams in order to deliver the models and to ensure that they perform.
What you’ll do
- Create, 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, Java, Python, kdb, Structured Query Language (SQL), mathematical finance/programming and statistics and probability.
- Collaborate closely with Traders and technology professionals.
- Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure.
- Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
- Appropriately 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 same.
- Adhere to all policies and procedures as defined by your role which will be communicated to you.
Quantitative Analyst - FX Algo Quant (Vice President) employer: Citigroup, Inc.
Citi London is an exceptional employer, offering a dynamic and inclusive work environment that fosters innovation and collaboration. With a competitive salary, generous annual leave, and a hybrid working model, employees enjoy a healthy work-life balance while having access to extensive learning and development resources. As a key player in the Equity Derivatives Technology team, you will have the opportunity to lead impactful projects and grow your career within a globally recognised financial institution.
