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Citi
,
London, Greater London
Business Risk & Controls, VP/AVP
Overview
Job Description
This role is to be part of the Global Markets Conduct team, reporting to the Quant Lead. The role will involve developing tools for market abuse behaviours of all trading activities by Citi's traders and clients across all regions, monitoring the market behaviours, disorderly trading, limit breaches and circuit breaker triggers. The role would also support the oversight of E-Trading across global Markets and Securities Services and assist in the development of the control frameworks applied to E-Trading ensuring a robust and preventive control framework in the businesses. The role would further assist the 2nd Line of Defence (2LOD) with model validation framework and managing business delivery related to 2LOD requirements and involves working closely with desk heads. **Responsibilities:** + Develop and monitor all trading activities by Citi's traders and clients across all regions for market abuse behaviour. + Analyse and review historical traded data to determine the behaviour of Citi traders across all traded asset classes. + Review Citi Surveillance Market Abuse policy and work closely with compliance for escalations protocols. + Engaging with Citi IT to understand the data structure and able to develop models for data quality issues. + Support E-Trading governance framework including maintenance of strategy and application inventory, new strategy and application approval, maintenance of related documents. + Assist the business to comply with the new BAU requirements and engage closely with various stakeholders. + Able to transfer knowledge among team members. **Knowledge/Experience** + Excellent quantitative development experience preferably in financial market. + Experience in Heuristic , combinatorial optimisation algorithms, machine learning + Knowledge in financial market is preferred not desirable + Experience in coding (R, Python). + Experience of working in data base and data structures. + Strong analytical skills and problem solving skills + Excellent process and task management skills; capable of seeing the bigger picture as well as strong focus on day-to-day execution. **Qualification:** + Advanced degree (MSc/PhD) in a quantitative subject such as Mathematics, Statistics, Physics, Computer Science or Engineering. + Minimum of 4 years' relevant Markets experience preferably in financial market or any quantitative role. Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience. ----- Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - GB ----- Time Type : ----- Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity CLICK HERE at . To view the "EEO is the Law" poster CLICK HERE at . To view the EEO is the Law Supplement CLICK HERE at . To view the EEO Policy Statement CLICK HERE at . To view the Pay Transparency Posting CLICK HERE at . Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.