London Jobs |
Manchester Jobs |
Liverpool Jobs |
Nottingham Jobs |
Birmingham Jobs |
Cambridge Jobs |
Glasgow Jobs |
Bristol Jobs |
Wales Jobs |
London Jobs |
Manchester Jobs |
Liverpool Jobs |
Nottingham Jobs |
Birmingham Jobs |
Cambridge Jobs |
Glasgow Jobs |
Bristol Jobs |
Wales Jobs |
Oil & Gas Jobs |
Banking Jobs |
Construction Jobs |
Top Management Jobs |
IT - Software Jobs |
Medical Healthcare Jobs |
Purchase / Logistics Jobs |
Sales |
Ajax Jobs |
Designing Jobs |
ASP .NET Jobs |
Java Jobs |
MySQL Jobs |
Sap hr Jobs |
Software Testing Jobs |
Html Jobs |
Job Location | London |
Education | Not Mentioned |
Salary | Competitive salary |
Industry | Not Mentioned |
Functional Area | Not Mentioned |
Job Type | Permanent , full-time |
ACE Quant Development Team is a group within Citi Institutional Client Group (ICG), responsible for developing the analytical models which are used for derivatives credit risk and exposure calculations Firm-wide. The teams primary focus is the development, testing, deployment, and maintenance of the production derivatives credit risk application, used for internal risk management and regulatory capital purposes. The Senior Quant Developer - Derivatives Risk positionis a senior role that will interface closely with Quant and Front Office technology teams to integrate pricing model and workflow enhancements within the ACE application. There will be exposure to a wide range of technological frameworks, including distributedcomputing architecture. Key responsibilities will include identifying and implementing optimisations with respect to the execution run-time and consolidating development across asset classes. The role will involve tasks such as: