We are looking for an experienced Quantitative Developer to join the Markets Quantitative Analysis (MQA) XiNG Team in London. The XiNG Team currently comprises nine people: three in New York and six in London. The team is responsible for the XiNG library that underpins MQA's commitments to the XiNG initiative.

XiNG is a Global Markets-wide project to re-engineer the systems that use MQA's Quant libraries to compute risk, PAA, xVA, perform stress testing, etc., by building on top of a standardised set of asset-class agnostic interfaces to the Quant libraries. The XiNG Team is responsible for defining and implementing the XiNG standard interface.

XiNG is a core part of the firm’s strategic commitment to improve risk and controls within Global Markets.

The role involves:

• working in collaboration with the Quant teams in MQA and our IT partners in Front-Office and Risk Technology to define new asset-class agnostic interfaces for interacting with the Quant libraries;
• refining existing XiNG interfaces as requirements evolve;
• enhancing the existing XiNG implementation by fixing bugs and improving performance;
• increasing our test coverage;
• improving our documentation;
• helping the Quant teams complete and test their implementations of existing and new XiNG interfaces;
• advising IT teams on how to use the XiNG interfaces effectively to help them build systems on top of XiNG.

Experience of Quant library development is essential. As this role is cross-asset, Quant Dev experience across more than one asset-class would be beneficial.

You must have a strong software development skill set. You must be technically proficient in at least C++ and Python. Knowledge of other programming languages (e.g. Java or C#) would be useful.

You will be interacting with a diverse set of people over a wide range of disciplines; excellent communication and collaboration skills are essential.

General Responsibilities:

• 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
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• 6-10 years of experience in a comparable quantitative development role
• Must have technical/programming skills; C++, Python, and knowledge of software design best practices
• Consistently demonstrates clear and concise written and verbal communication skills

Education:

• Bachelor’s/University degree, Master’s degree preferred

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.