Quantitative Investment Strategies, Quantitative Analyst/Developer, VP (Hybrid)

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in financial modelling, programming and communication to the Quantitative Investment Strategies team (QIS). QIS sits as part of the Markets Quantitative Analytics (MQA) department at Citi, London. The team are currently looking to hire an experienced quantitative analyst/developer.

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

Citi Investment Strategies provides rule-based investment strategies to our clients. The QIS team is responsible for the Analytics that implements the full set of rules for each strategy, including investment allocation, rebalancing and valuation of the strategy.  of the purpose of the official calculations.

The investment strategies span many asset classes including both exchange traded and OTC products and index valuation, and rebalance is based on a mix of market prices and purpose-built pricing models.

The allocation rules make use of a mix of techniques including time series analysis and portfolio optimisation.

The QIS team works closely with the index structuring, trading, administration, and technology teams.

What you’ll do

• Core work, new investment strategies:

  • Analyse new index rules to work out which existing models can be used, and new models that are required.

  • Work with structuring team to streamline implementation phase.

  • Implement new models in existing C++ library framework.

  • Define index configurations and generate historical back tests. Tie out with business and a secondary implementation team.

  • Add index into library and set up historical tests.

• Additions to mathematical framework

  • Work on new simplified pricing models or risk models used in some strategies.

  • Work on new methods for solving allocation problems.

• Additions to computational framework

  • Extend framework as needed to support new markets or different strategies.

  • Improve framework for more efficient development of new models.

What we’ll need from you

• Excellent technical/programming skills in C++, Python beneficial.

• Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.

• Financial product knowledge and related quantitative methods would be beneficial.

• Able to consistently demonstrate clear and concise written and verbal communication skills.

• A PhD, Master’s, or bachelor’s degree in a technical discipline such as statistics, computer science, mathematics, physics, quantitative finance, operations research or similar
  
  What we can offer you

This is a role that will bring you close to a successful business and will give you an opportunity to expand your technical skills, investment strategy techniques and give you exposure to a wide variety of markets. You will be working in a global team of less than 10 people but will also interact daily with our partners in structuring, trading, and administration. You will be part of MQA which provides a wide variety of opportunities in Quantitative Finance.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.

• A discretional annual performance related bonus 

• Private medical insurance packages to suit your personal circumstances.

• Employee Assistance Program  

• Pension Plan 

• Paid Parental Leave 

• Special discounts for employees, family, and friends 

• Access to an array of learning and development resources 

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.  #LI-AS1

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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