Capital Analytics Quant: Cross-Asset Modeling for Trading

Citigroup Inc.; Greater London; Hybrid; GBP 90,000 - 150,000; Full time

Job summary

Citi in London is seeking a highly capable Quantitative Analyst to build and enhance cross-asset models that measure and optimise capital across global trading desks. You will develop analytic frameworks and collaborate with traders, structurers, and analysts to deliver actionable insights that influence front-office decisions.

The role requires advanced degrees in quantitative fields and strong Python and C++ skills, with a focus on financial modelling, probability, and statistics.

Qualifications

• Advanced degree in a quantitative field with strong mathematical foundation.
• Experience building quantitative models in financial markets.
• Proficiency in Python and/or C++ for analytics and production code.
• Ability to communicate complex quantitative concepts to non-technical stakeholders.

Responsibilities

• Develop and enhance cross-asset quantitative models used to measure and optimise capital across global trading desks.
• Build analytical frameworks supporting pricing, balance sheet optimisation, and capital-efficient trade structuring.
• Partner with traders, structurers, and analysts to deliver actionable insights for front-office decisions.
• Design and implement scalable Python and C++ analytics across trading, risk, and capital platforms.
• Handle large datasets and complex portfolios to improve modelling accuracy and efficiency.
• Contribute to full model lifecycle from research to production.

Skills

Python

C++

Quantitative modelling

Financial markets knowledge

Education

Master's degree

PhD

Job description

Citi in London is seeking a highly capable Quantitative Analyst to build and enhance cross-asset models that measure and optimise capital across global trading desks. You will develop analytic frameworks and collaborate with traders, structurers, and analysts to deliver actionable insights that influence front-office decisions.

The role requires advanced degrees in quantitative fields and strong Python and C++ skills, with a focus on financial modelling, probability, and statistics.