C++/Python Quantitative Developer - Cross Asset XVA and Capital Analytics (Vice President)
- Hiring Organisation
- Citigroup
- Location
- London, United Kingdom
- Salary
- > £ 150 K
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 models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solversCollaborate closely with Traders, Structurers … technology professionals.Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructureBuild a culture of responsible finance, good governance and supervision, expense discipline and ethicsAppropriately assess risk/reward of transactions when making business decisions ...