Job Description
Citi is looking to hire a Credit Algo Quant to sit within Citi’s European Credit Algorithmic Market Making Business which spans across Single Line Bond Request for Quotes (RFQs), Automated Market Making, Portfolio Trading, Fixed Income ETF Market Making Credit and Rates, as well as Fixed Income ETF Creation Redemption Credit and Rates.
The successful candidate will play a key role in the continued build out of our algorithmic and systematic trading capabilities. He will work with a team of 5+ quantitative analysts, 3 traders and key stakeholders to continue the growth of the business and expansion to EM.
Key Responsibilities
The desk has a start-up culture where idea generation and entrepreneurship are highly valued. If you enjoy continuous learning in highly a dynamic market and taking full ownership for quant, technical, and business aspect then this role provides a lot of opportunities for to contribute from the ground-up.
Some key responsibilities include:
Help design, implement, and maintain the market making algorithms and automated-response systems and further expand to EM.
Run statistical analysis and perform back-testing on large datasets.
Ad hoc data science and ML/AI projects.
Development and maintenance of in-house python and q libraries.
Knowledge/Experience/Skills
Most importantly the candidate should be creative, entrepreneurial and enjoy taking ownership of a project from start to finish.
Candidate should have experience and training in one or more of the following areas: financial engineering, machine learning, portfolio optimization and optimization theory, and/or algo pricing/market making.
Strong programming skills in python are required. Proficiency in KDB/q and SQL is a plus.
Highly technical role, experience and/or training in data science and statistical modelling are required.
The desk is closely integrated between traders, quants, and technologists and provides exposure to all aspects of the business. Business intuition and communication skills must be strong.
The candidate must be practically minded.
Qualifications
PhD. or M.A./M.S. in a quantitative discipline such as computer science, physics, engineering or financial engineering is required.
#LI-AS1
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Job Family Group:
Institutional Trading------------------------------------------------------
Job Family:
Quantitative Analysis------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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| Workplace Initiatives | |
| Program for parents returning to work after Parental Leave? | Yes- Open for vacancies in November 2019 |
| Leadership development programs? | Yes |
| Mentoring programs? | Yes |
| Coaching programs? | Yes |
| Employee-led diversity networks? | Yes |
| Internal women’s networking groups? | Yes |
| Open to discussing flexible work arrangements at interview stage? | Yes |
| No. of weeks paid maternity leave at full salary: | up to 26 weeks |
| Minimum weeks tenure required to be eligible for paid maternity leave: | 26 weeks |
| No. of weeks paid paternity leave at full salary: | 2 weeks |
| Minimum tenure required to be eligible for paid paternity leave: | 26 weeks |
| Workplace Initiatives | |
| Gender pay gap reporting information 2017 (UK): | |
| Average pay gap: | 43.50% |
| Median pay gap: | 32.00% |
| Average bonus gap: | 71.60% |
| Median bonus gap: | 71.40% |
| Signatory of the UK Women in Finance Charter? | Yes |
| Targets to raise the number of women in leadership? | Yes |
| Targets to raise the number of BAME individuals in leadership? | Yes |
| Listed in the Bloomberg Diversity & Inclusion Index? | Yes |
Returner Programme
The Citi Returner Programme is a supportive hiring programme, designed to help you transition from a career break into a career within financial services. You may have worked in the finance sector, the tech sector or another industry all together! We value your knowledge, skills and experience, regardless of how and where you have developed them. We believe that hiring people from different backgrounds with diverse perspectives brings advantages to our teams.
The programme will start in January 2020 and Returners will benefit from a structured and in-depth induction to help them transition successfully back into the workplace, followed by a tailored programme of professional development and learning delivered over a period of 15-18 months, dependent on the role and career pathway.
Returners will undertake professional qualifications as part of the programme and enjoy the benefits of being part of a supportive cohort. Citi recognises the importance of flexible working arrangements and is happy to explore these with you.
Eligible candidates will –
• Have been on a career break for at least two years
• Be looking to start the next phase of their career in financial services, in a range of roles, including operations and technology
• Demonstrate natural curiosity and be motivated to learn new skills
• Exhibit excellent leadership and communication skills
The returner programme will be open for applications on the 1st September 2019.