Index Quant Developer Index Analyst, Benchmark Admin

  • Competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • Citi
  • 18 Feb 19

Index Quant Developer Index Analyst, Benchmark Admin

  • Primary Location: United Kingdom,England,London
  • Education: Bachelor's Degree
  • Job Function: Research
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18074556


Description

Job Purpose:
  • Develop new index models alongside structuring, quant analysts and IT.

  • Be responsible for the build out of a new quant analytics tool for use by the benchmark team.

  • Work alongside IT to further develop a multi asset calculation platform.

  • Work alongside IT to further develop a market data platform.

  • Potentially manage more junior members of the team.

  • Support the management team by owning projects and processes.

  • Support the management team in overseeing governance, audit and regulatory duties.

Job Background/context:
  • Continued growth in the business has meant that we are looking to increase the size of the Index Team globally.

  • We are building out the processes in order to accommodate exotic index strategy design whilst retaining scalable analytics requirements.

  • The team develops and manages all Citi benchmark indices globally and cross asset class.

Key Responsibilities:
  • Write models for index strategies, primarily commodities and fx, using Python, Perl or other languages - back testing, reconciliation and index launch.

  • Contribute to the development of the BAT analytics library.

  • Contribute to the development of new calculation system.

  • Contribute to the development of a market data platform.

  • Work with the existing team to develop and improve Benchmark processes globally.


Qualifications

Knowledge/Experience:
  • Experience of working with IT on building an index calculation platform is desirable. Familiarity with NoSQL databases would be an advantage.

  • Demonstrated work experience of using Python and statistical packages (Numpy, Pandas) preferably in the financial services industry.

  • Experience of developing an analytics library beneficial.

  • Knowledge of CI/CD systems (TeamCity), VCS (Git) and Unix is an advantage.

  • Knowledge of C++ , Java or Perl would be advantageous.

  • Managerial experience and knowledge of Benchmark regulations (EBR, IOSCO) beneficial.

Skills:
  • Object oriented python programming including statistical packages (Numpy, Pandas).

  • Knowledge of SQL and NoSQL Databases.

  • Knowledge of FX, Commodities and other Fixed Income markets and derivatives.

  • Advanced Excel skills.

  • A thorough, organised and detailed approach to work.

  • Excellent spoken and written English.

  • Accuracy with a strong attention to detail.

  • Methodical approach and strong organisational capabilities.

  • Efficiency and speed in carrying out tasks.

  • Good interpersonal skills and proven team player

  • Possess a positive attitude, drive and initiative.

Qualifications:
  • Extensive years of work experience

  • A numerate background (minimum of a good BSc/BA)

  • MS or Ph.D in a quantitative field such as Statistics, Computer Science, finance, financial engineering a plus

Competencies:
  • Accuracy with a strong attention to detail

  • Methodical approach and strong organisational capabilities

  • Efficiency and speed in carrying out tasks

  • Good interpersonal skills and proven team player

  • Possess a positive attitude, drive and initiative

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Valuing Diversity: Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organisational success.

Citi is an Equal Opportunities Employer.