C++/Python Quantitative Developer - Cross Asset XVA and Capital Analytics (Vice President)
- Hiring Organisation
- Citigroup
- Location
- London, United Kingdom
- Salary
- > £ 150 K
support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/programming and statistics and probabilityDevelop pricing … Qualifications:Experience in a comparable quantitative modeling or analytics role, ideally in the financial sectorMust have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations ...