Quantitative Analyst

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Citi
  • 20 Apr 19

Quantitative Analyst

  • Primary Location: United Kingdom,England,London
  • Education: Bachelor's Degree
  • Job Function: Trading
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 19015404


Description

Job Purpose:

To work within the Rates quant team, improving and expanding our derivative pricing capabilities to support the inflation trading businesses.
Job Background/context:

Associate/VP level front-office rates quant to work on Citi's strategic C++ Rates Analytics library delivering pricing and risk tools to the G10 business. Strong C++ and financial maths required, and a focus on the practical delivery of working products to the business in a timely manner. Inflation experience preferred.



Key Responsibilities:

Expanding and improving derivative pricing capabilities to support the G10 Inflation Trading business. Interacting with the trading desk, IT and risk management. Working independently to analyse and solve problems, and deliver solutions to the trading desk.

Qualifications

Knowledge/Experience:
The ideal candidate would have extensive years front-office quant experience working with trading desks, IT and risk management to develop, manage and extend derivatives models. Inflation experience preferred.


Skills:

Strong mathematical and problem solving capabilities.
Ability to analyse and solve problems in a fast paced environment.
Experience with inflation derivatives modelling preferred.
Strong C++ programming skills, ideally experience working on large projects.
Track record of delivering projects.
Strong interpersonal and communication skills (verbal and written).



Qualifications:

MSc or PhD in a mathematical subject.  

Competencies

As Above

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