Lead market‑making, risk deployment, and liquidity provision across EMEA single‑stock equities and derivatives in London.
Responsibilities
Deliver two‑way pricing and principal market‑making across pan‑European single‑stock cash and flow derivatives
Partner with Cash Equity Sales, Flow Derivatives Sales, and Prime Services to monetize institutional order flow
Trade and hedge idiosyncratic risk around earnings announcements, index rebalancings, dividend adjustments, corporate actions, and borrow locate constraints
Collaborate with Quantitative Strategists and Technology developers to enhance algorithmic market‑making models
Optimize desk balance sheet usage, funding costs, synthetic borrow locates, and clearing across EMEA exchanges and MTFs
Requirements
Bachelor’s or Master’s degree in Quantitative Finance, Mathematics, Physics, Computer Science, Engineering, or Economics
Build and develop quantitative risk models for wholesale credit loss and regulatory stress testing within Citi’s risk management team.
Compensation
zł165,020.00 - zł280,980.00
Responsibilities
Research, develop, and test wholesale expected credit loss models in line with IFRS9 and country-specific regulatory requirements
Implement loss models and analytical functions in the internal python library
Prepare detailed quantitative modeling and analysis for risk managers and senior management
Actively participate in the analysis and interpretation of results, incorporating feedback into models and metrics
Support business, finance, risk managers, foundational credit risk, model validation, internal audit, and banking supervisors for loss models related discussions
Requirements
Master's degree in a quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, Economics, Finance)
Nice to have: knowledge of wholesale credit products
Nice to have: financial markets at a financial institution
Lead Analyst responsible for market risk and Volcker Rule compliance within Citi Global Markets
Compensation
$129,840.00 - $194,760.00
Responsibilities
Deliver projects and BAU work aligned with the Markets In-Business Risk book of work covering the Volcker Rule Program, LCI PTA, and IDMR monitoring frameworks.
Conduct detailed transaction and market risk data analysis using Business Intelligence tools, SQL, and Python, identifying issues and emerging themes.
Prepare and present materials for quarterly limit reviews with Desk Heads and Market Risk Managers.
Ensure effective execution of control objectives supporting the LCI PTA and IDMR frameworks, including monitoring violations and exceptions, performing root-cause analysis, reconciling data, reporting key metrics to senior management, maintaining threshold accuracy, and driving process enhancements.
Oversee the Volcker Control Framework across core subject areas such as Risk Limits and RENTD, while coordinating across related functions including Desk Mandates, Volcker Metrics, and Covered Funds.
Requirements
Bachelor's/University degree
Master's degree preferred
Nice to have: Project management experience in a Markets Front Office environment
Nice to have: Knowledge of the Volcker Rule and Basel/FRTB
Nice to have: Familiarity with Front Office trading processes and the trade lifecycle in a large bank or dealer
Hands‑on engineering placement focused on electric powertrain product development, systems engineering, verification and validation, and test‑lab activities.
Responsibilities
Support product development activities from early engineering concepts through prototype builds, integration, testing and design improvements
Contribute to systems engineering tasks, including understanding requirements, interfaces, system architecture and traceability between requirements and verification evidence
Assist with planning, preparing and executing component, subsystem and electric powertrain integration tests under appropriate supervision
Gain practical experience in a test‑lab environment, including test setup, instrumentation, sensors, data acquisition and safe working practices
Analyse test results, investigate performance trends and support troubleshooting, root‑cause analysis and engineering problem solving
Requirements
Accredited degree in Mechanical, Electrical, Electronic, Mechatronics, Systems, Automotive or a related engineering discipline
Lead efforts in designing, implementing, and automating Akamai's global network infrastructure, addressing complex issues in routing, data center fabrics, DDoS defense, and automation to ensure scalability, reliability, and security.
Compensation
For US based candidates only - the base salary for this position ranges from $112,500 - $202,500/year; a candidate’s salary is determined by various factors including, but not limited to, relevant work experience, skills, certifications and location. Compensation for candidates outside the US will vary. The compensation package may also include incentive compensation opportunities in the form of annual bonus or incentives, equity awards and an Employee Stock Purchase Plan (ESPP).
Responsibilities
Designing, building, and maintaining our global network infrastructure
Designing and implementing automated detection and mitigation strategies for inbound and outbound DDoS attacks
Developing and maintaining Akamai's core network configuration templates using Jinja2
Implementing new hardware platforms and network features within the automation framework
Collaborating with cross-functional teams to define data models and functional requirements
Senior Cisco ISE Engineer responsible for deployment, maintenance, and troubleshooting of Cisco Identity Services Engine in large enterprise environments.
Responsibilities
Deploy and upgrade Cisco ISE 3.x in large enterprise environments
Configure and manage multi-node deployments and high availability
Integrate Cisco ISE with Active Directory, DNS, Splunk, ServiceNow, and other platforms
Perform vulnerability remediation, security patching, and production support
Troubleshoot authentication, authorization, and connectivity issues across network devices
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