Cross-Asset XVA Quant Analyst – AVP (Hybrid)

Citigroup Inc.; Greater London; Hybrid; GBP 60,000 - 95,000; Full time

Benefits offered by this job

Holiday allowance 27+ days+

Annual bonus

Private medical insurance

Employee Assistance Program

Pension plan

Paid parental leave

Exclusive discounts

Job summary

Citi London is seeking a Markets Quantitative Analyst to build analytics for XVA and support trading desks across asset classes. You will implement methods in C++ and Python, collaborating with MQA teams and control functions in a fast-moving financial environment.

The role emphasizes strong quantitative skills, Monte Carlo methods, and clear communication. A Master’s or PhD in a quantitative field is preferred, with hybrid work up to two days from home per week.

Qualifications

• This can be an entry level role, although experience in a comparable quantitative modelling role in the financial sector, especially in XVA, is valuable.
• Knowledge of financial products and related quantitative methods, especially Monte Carlo simulation.
• Clear and concise written and verbal communication skills.
• An MSc or PhD degree in a quantitative subject.
• Skill in programming, preferably in C++.

Responsibilities

• Create and support analytics for Markets Front Office XVA across multiple asset classes using probability theory, financial mathematics, and numerical techniques.
• Implement these analytics in C++, also using Python.
• Support trading desks.
• Collaborate closely with other MQA teams.
• Work in partnership with control functions to ensure appropriate governance and control infrastructure.
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.

Skills

Analytical thinking

Quantitative methods

Monte Carlo simulation

Communication skills

C++ programming

Python programming

Education

Master of Science or PhD in a quantitative subject

Tools

C++

Python

Job description

Citi London is seeking a Markets Quantitative Analyst to build analytics for XVA and support trading desks across asset classes. You will implement methods in C++ and Python, collaborating with MQA teams and control functions in a fast-moving financial environment.

The role emphasizes strong quantitative skills, Monte Carlo methods, and clear communication. A Master’s or PhD in a quantitative field is preferred, with hybrid work up to two days from home per week.