Quantitative Analyst

06500 Citigroup Global Markets Limited; London; Hybrid; GBP 50,000 - 80,000; Full time

Job summary

Join a leading finance firm in London as a Quantitative Analyst, leveraging your analytical skills and programming knowledge to develop models that influence trading strategies. This role offers a dynamic environment with a commitment to professional growth, work-life balance, and substantial employee benefits.

Benefits

Generous holiday allowance starting at 27 days plus bank holidays

Discretionary annual performance-related bonus

Private medical insurance

Employee Assistance Program

Pension Plan

Exclusive discounts for employees, family, and friends

Access to learning and development resources

Qualifications

• Experience in quantitative modeling or analytics in finance is essential.
• Proficient in programming languages like Python and C++.
• Strong product knowledge in investments and quantitative methods.

Responsibilities

• Develop analytics libraries for pricing and risk-management.
• Create and support quantitative models for the trading business.
• Collaborate with traders and control functions to ensure good governance.

Skills

Analytical Skills

Programming (Python, C++)

Statistical Analysis

Education

Master's or PhD

Job description

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Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources.

What you’ll do

• Develop analytics libraries used for pricing and risk-management
• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, Programming (C++ including STL, Python, SQL…), mathematical finance/ programming and statistics and probability
• Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
• Collaborate closely with Traders, Structurers, and technology professionals
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order 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.
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
• Adhere to all policies and procedures as defined by your role which will be communicated to you
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we’ll need from you:

• Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector
• Must have technical/programming skills; Python, C++, Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
• Must also possess a good level of product knowledge, Investments and Quantitative Methods
• Consistently demonstrates clear and concise written and verbal communication skills
• Master’s and/or PhD

What we can offer you

This is a terrific opportunity to join a growing, global and dynamic transformation team delivering meaningful and significant change.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

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:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
• A discretional annual performance related bonus
• Private medical insurance packages to suit your personal circumstances.
• Employee Assistance Program
• Pension Plan
• Exclusive discounts for employees, family, and friends
• Access to an array of learning and development resources

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.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as needed.

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Job Family Group:

Institutional Trading

Role Overview

Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources.

What you’ll do

Develop analytics libraries used for pricing and risk-management

Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, Programming (C++ including STL, Python, SQL…), mathematical finance/ programming and statistics and probability

Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers

Collaborate closely with Traders, Structurers, and technology professionals

Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order 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.

Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same

Adhere to all policies and procedures as defined by your role which will be communicated to you

Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe

Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we’ll need from you:

Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector

Must have technical/programming skills; Python, C++, Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles

Must also possess a good level of product knowledge, Investments and Quantitative Methods

Consistently demonstrates clear and concise written and verbal communication skills

Master’s and/or PhD

What we can offer you

This is a terrific opportunity to join a growing, global and dynamic transformation team delivering meaningful and significant change.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

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:

Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.

A discretional annual performance related bonus

Private medical insurance packages to suit your personal circumstances.

Employee Assistance Program

Pension Plan

Paid Parental Leave

Exclusive discounts for employees, family, and friends

Access to an array of learning and development resources

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.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as needed.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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