Python & C++ Application Developer

5 days ago


London, Greater London, United Kingdom caia - Jobboard Full time
Job Description

Citi's Financial, Market & Credit Risk Technology group is looking for a highly skilled Python & C++ Application Developer to join their ACE Quant Development Team. The successful candidate will play a key role in developing analytical models for derivatives credit risk and exposure calculations.

The ideal candidate will have a strong background in mathematical finance and statistical analysis, with expert programming skills in Python and C++. They will be responsible for developing and maintaining in-house model libraries, identifying optimization improvements, and integrating quant library/technology enhancements into our codebase.

Key Responsibilities:

  1. Develop and maintain in-house Python and C++ model libraries.
  2. Identify and develop calculation optimization improvements.
  3. Work with Front Office teams to integrate quant library/technology enhancements.
  4. Support build, testing, and release management of the credit risk application.
  5. Collaborate on Regulatory and Governance based projects.
  6. Provide regular development updates to stakeholders.
  7. Perform data analysis and produce reports.

Requirements:

  1. Solid mathematical finance and statistical analysis skills.
  2. Knowledge of probability and stochastic calculus.
  3. Detailed approach to accuracy essential.
  4. Ability to follow procedures and operate within guidelines.
  5. Excellent English communication skills.
  6. Strong team player with ability to work under pressure.

Technical Skills:

  1. Expertise in Python and C++ programming.
  2. Experience developing software for Windows and Linux.
  3. Good command of UNIX Shell scripting.
  4. Proficiency with version control software like Git, TortoiseSVN.
  5. Familiarity with CI/CD pipeline technologies like Jenkins.

Salary Package:

  1. $140,000 - $170,000 per annum, depending on experience.
  2. 27 days annual leave (plus bank holidays).
  3. A discretionary annual performance-related bonus.
  4. Private Medical Care & Life Insurance.
  5. Pension Plan.
  6. Paid Parental Leave.
  7. Special discounts for employees, family, and friends.
  8. Access to learning and development resources.


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