TS Imagine
TS Imagine, a global leader in trading and risk management SaaS-based software, is seeking a Financial Engineer to join our Models and Quantitative Data team in our London office! As a Financial Engineer, you will design, develop, and test sophisticated models to value financial positions, construct quantitative datasets (e.g., curves, volatility cubes, correlation matrices), and calculate market risk metrics (e.g., VaR, greeks) in real-time across all asset classes. Our cutting-edge risk and pricing models are trusted by some of the world's most prestigious financial institutions, including global investment banks and multi-strategy hedge funds. Who will love this job A scientist - you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics An engineer - who has a passion for computer science, system performance, clean code and architecture with an owner mentality A doer - who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality result A learner - who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance An excellent teammate - who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment What you'll do Design and develop financial models for pricing positions and calculating market risk metrics across asset classes, including equity, credit, FX, fixed income, commodities, crypto, and their derivatives Write modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems using a high-performance grid computing platform Leverage Python, SQL, and Snowflake to analyze, construct, and validate model inputs Document methodologies to support internal and external model validation and compliance processes What you should have M.S. or PhD in mathematics, physical sciences, or engineering preferred Excellent quantitative and programming skills with 3-5 years' experience in large-scale C++ development and program design as well as data intensive products Familiarity with additional programming languages such as Python, Java, and SQL Strong understanding of financial derivatives, market conventions, and their implementation Hands on experience with financial data structures, such as yield curves (OIS, Libor, cross currency), inflation curves, volatility surfaces, and interest rate volatility cubes (preferably live or intraday) Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred Why TS Imagine / Benefits Please note: This role requires applicants to be based in London, as it is anin-officeposition (4 days in office).Remote work is not possible. Vacation and Personal days Annual bonus and salary review Training Budget $1,500 Health, dental, life assurance, and eye care vouchers Salary sacrifice pension scheme About TS Imagine Created out of the combination of two best-in-class SaaS platforms, TradingScreen and Imagine Software, TS Imagine delivers integrated trading, portfolio and real-time risk solutions for capital markets. The platform is uniquely positioned to streamline complex and time changing workflows across front, middle, and back office functions. TS Imagine has close to 400 employees in 10 offices worldwide, serving approximately 500 global buy side and sell side institutions across North and South America, EMEA, and Asia Pacific including hedge funds, traditional asset managers, pension funds, mutual funds, and financial institutions. We challenge our employees every day to think creatively and innovate across silos and across platforms.
TS Imagine, a global leader in trading and risk management SaaS-based software, is seeking a Financial Engineer to join our Models and Quantitative Data team in our London office! As a Financial Engineer, you will design, develop, and test sophisticated models to value financial positions, construct quantitative datasets (e.g., curves, volatility cubes, correlation matrices), and calculate market risk metrics (e.g., VaR, greeks) in real-time across all asset classes. Our cutting-edge risk and pricing models are trusted by some of the world's most prestigious financial institutions, including global investment banks and multi-strategy hedge funds. Who will love this job A scientist - you are comfortable with numerical methods, linear algebra, partial differential equations, probability theory and statistics An engineer - who has a passion for computer science, system performance, clean code and architecture with an owner mentality A doer - who is enthusiastic about new challenges, accepts a broad spectrum of responsibilities, and works hard to produce a high-quality result A learner - who is not afraid of being outside the comfort zone and is ready to dive into some of the most complicated problems in finance An excellent teammate - who has a combination of technical and personal qualities to thrive in a cutting-edge software development environment What you'll do Design and develop financial models for pricing positions and calculating market risk metrics across asset classes, including equity, credit, FX, fixed income, commodities, crypto, and their derivatives Write modern, high-performance C++ code that is clean, reusable, well-tested, and optimized for large-scale distributed systems using a high-performance grid computing platform Leverage Python, SQL, and Snowflake to analyze, construct, and validate model inputs Document methodologies to support internal and external model validation and compliance processes What you should have M.S. or PhD in mathematics, physical sciences, or engineering preferred Excellent quantitative and programming skills with 3-5 years' experience in large-scale C++ development and program design as well as data intensive products Familiarity with additional programming languages such as Python, Java, and SQL Strong understanding of financial derivatives, market conventions, and their implementation Hands on experience with financial data structures, such as yield curves (OIS, Libor, cross currency), inflation curves, volatility surfaces, and interest rate volatility cubes (preferably live or intraday) Experience in developing risk management tools such as VaR, Monte Carlo, scenario analysis and P&L is preferred Why TS Imagine / Benefits Please note: This role requires applicants to be based in London, as it is anin-officeposition (4 days in office).Remote work is not possible. Vacation and Personal days Annual bonus and salary review Training Budget $1,500 Health, dental, life assurance, and eye care vouchers Salary sacrifice pension scheme About TS Imagine Created out of the combination of two best-in-class SaaS platforms, TradingScreen and Imagine Software, TS Imagine delivers integrated trading, portfolio and real-time risk solutions for capital markets. The platform is uniquely positioned to streamline complex and time changing workflows across front, middle, and back office functions. TS Imagine has close to 400 employees in 10 offices worldwide, serving approximately 500 global buy side and sell side institutions across North and South America, EMEA, and Asia Pacific including hedge funds, traditional asset managers, pension funds, mutual funds, and financial institutions. We challenge our employees every day to think creatively and innovate across silos and across platforms.
Citigroup Inc.
Head of Markets Finance Desk Technology (Director) We are seeking an experienced technology leader to lead our Markets Finance Technology team. This is a senior management level position responsible for formulating and driving the technology strategy for modernization and transformation of our keyMarkets Financing Technology platforms. You will also be responsible for defining and executing the AI Engineering strategy across the organization, driving adoption of approved AI-enabled development tools and practices to improve engineering productivity, software quality, platform modernization, and delivery speed. This role requires strong technical depth, and a proven track record of managing global development teams in afar pacebusiness environment. Key Responsibilities: Engineering Leadership: Lead, mentor, and inspire a team of software engineers, fostering a culture of strong engineering principles, product ownership, and continuous improvement. Provide technical guidance, perform code reviews, and drive best practices. Strategic Transformation: Drive the modernization and transformation of our core financing technology platforms covering booking, settlements, inventory/position management, collateral optimization, liquidity and risk management. Architecture & Design: Own the architecture and design of enterprise applications, focusing on distributed systems, and scalable solutions that adapt to changing market conditions. Ensure adherence to technical design, application development standards, and quality processes. Project & Product Delivery: Manage complex technology projects from conception to delivery, ensuring alignment with business requirements, deadlines, and quality standards. Oversee CI/CD automation and improve overall development team efficiency. Stakeholder & Risk Management: Collaborate extensively with business and operations stakeholders, and other partner technology teams to gather requirements, manage expectations, and deliver effective solutions. Identify and mitigate potential risks related to systems, processes, and regulatory compliance. System Optimization: Identify system bottlenecks and deficiencies, devising and implementing robust solutions to enhance resiliency, performance, and scalability. Provide technical consultation for performance testing and tuning. Qualifications& Desired Skills: Experience working in Fixed Income Financing products (specifically Repos, inventory & collateral management) is preferred. Strong working knowledge of the Fixed Income products lifecycle from execution to settlement, awareness of industry and competitors' products and services is ideal. Deep understanding of modern software engineering practices and technologies, including Java-based distributed systems, event-driven architectures, caching technologies (GemFire, Ignite), messaging platforms, cloud-native architectures, and CI/CD automation. Highly credible hands on engineer (Java), confident to deep down into a product and codebase and offer detailed, constructive analysis and feedback. Experience in building cloud native scalable platforms. Demonstrated leadership, management, and development skills. Proven managerial experience with the ability to develop a team that is seen as the engineering role model for the organization. Proven track record of building new systems, replacing legacy systems and renovating existing systems. Exceptional communicator who loves working with people, confident communicating at all levels from an individual team to the entire enterprise. Awareness of industry trends and leveraging new technologies as appropriate. Experience in collaborating and influencing cross functional teams. Education: Bachelor's or Master's degree in Computer Science or equivalent experience in a similar role. What we'll provide you By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: 27 days annual leave (plus bank holidays) A discretional annual performance related bonus Private Medical Care & Life Insurance Employee Assistance Program Pension Plan Paid Parental Leave Special discounts for employees, family, and friends Access to an array of learning and development resources Visit ourGlobal Benefitspage to learn more. Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day. We want the best talent around the world to be energized to join us, motivated to stay and empowered to thrive. Job Family Group: Technology Job Family: Applications Development Time Type: Full time Most Relevant Skills Please see the requirements listed above. Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. 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 review Accessibility at Citi. View Citi's EEO Policy Statement and the Know Your Rights poster.
Head of Markets Finance Desk Technology (Director) We are seeking an experienced technology leader to lead our Markets Finance Technology team. This is a senior management level position responsible for formulating and driving the technology strategy for modernization and transformation of our keyMarkets Financing Technology platforms. You will also be responsible for defining and executing the AI Engineering strategy across the organization, driving adoption of approved AI-enabled development tools and practices to improve engineering productivity, software quality, platform modernization, and delivery speed. This role requires strong technical depth, and a proven track record of managing global development teams in afar pacebusiness environment. Key Responsibilities: Engineering Leadership: Lead, mentor, and inspire a team of software engineers, fostering a culture of strong engineering principles, product ownership, and continuous improvement. Provide technical guidance, perform code reviews, and drive best practices. Strategic Transformation: Drive the modernization and transformation of our core financing technology platforms covering booking, settlements, inventory/position management, collateral optimization, liquidity and risk management. Architecture & Design: Own the architecture and design of enterprise applications, focusing on distributed systems, and scalable solutions that adapt to changing market conditions. Ensure adherence to technical design, application development standards, and quality processes. Project & Product Delivery: Manage complex technology projects from conception to delivery, ensuring alignment with business requirements, deadlines, and quality standards. Oversee CI/CD automation and improve overall development team efficiency. Stakeholder & Risk Management: Collaborate extensively with business and operations stakeholders, and other partner technology teams to gather requirements, manage expectations, and deliver effective solutions. Identify and mitigate potential risks related to systems, processes, and regulatory compliance. System Optimization: Identify system bottlenecks and deficiencies, devising and implementing robust solutions to enhance resiliency, performance, and scalability. Provide technical consultation for performance testing and tuning. Qualifications& Desired Skills: Experience working in Fixed Income Financing products (specifically Repos, inventory & collateral management) is preferred. Strong working knowledge of the Fixed Income products lifecycle from execution to settlement, awareness of industry and competitors' products and services is ideal. Deep understanding of modern software engineering practices and technologies, including Java-based distributed systems, event-driven architectures, caching technologies (GemFire, Ignite), messaging platforms, cloud-native architectures, and CI/CD automation. Highly credible hands on engineer (Java), confident to deep down into a product and codebase and offer detailed, constructive analysis and feedback. Experience in building cloud native scalable platforms. Demonstrated leadership, management, and development skills. Proven managerial experience with the ability to develop a team that is seen as the engineering role model for the organization. Proven track record of building new systems, replacing legacy systems and renovating existing systems. Exceptional communicator who loves working with people, confident communicating at all levels from an individual team to the entire enterprise. Awareness of industry trends and leveraging new technologies as appropriate. Experience in collaborating and influencing cross functional teams. Education: Bachelor's or Master's degree in Computer Science or equivalent experience in a similar role. What we'll provide you By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: 27 days annual leave (plus bank holidays) A discretional annual performance related bonus Private Medical Care & Life Insurance Employee Assistance Program Pension Plan Paid Parental Leave Special discounts for employees, family, and friends Access to an array of learning and development resources Visit ourGlobal Benefitspage to learn more. Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day. We want the best talent around the world to be energized to join us, motivated to stay and empowered to thrive. Job Family Group: Technology Job Family: Applications Development Time Type: Full time Most Relevant Skills Please see the requirements listed above. Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. 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 review Accessibility at Citi. View Citi's EEO Policy Statement and the Know Your Rights poster.