Quantitative Analyst - AVP

TN United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established financial institution seeks a talented quantitative analyst to join its dynamic Markets Quantitative Analysis team. This role offers the opportunity to create and support innovative quantitative analytics related to capital requirements, leveraging advanced mathematical and programming skills in Python and C++. You'll work closely with trading desks, ensuring robust governance while promoting a culture of responsible finance. With a focus on employee well-being and competitive benefits, this position is perfect for those looking to make a significant impact in the financial sector. Join a collaborative environment where your skills can truly shine.

Benefits

Generous holiday allowance

Annual performance bonus

Private medical insurance

Employee Assistance Program

Pension Plan

Paid Parental Leave

Employee discounts

Learning and development resources

Qualifications

• Experience in quantitative modeling or analytics, preferably in the Front Office.
• Strong programming skills in C++ and/or Python.

Responsibilities

• Develop pricing models using advanced financial mathematics and statistics.
• Support trading desks and collaborate with control functions.

Skills

Quantitative Modeling

C++ Programming

Python Programming

Financial Mathematics

Statistics

Probability

Numerical Techniques

Communication Skills

Education

MSc in Quantitative Field

PhD in Quantitative Field

Tools

Monte Carlo Methods

PDE Solvers

Job description

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Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Markets Quantitative Analysis (MQA) team.

By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

The Capital Quantitative Analytics team within Front Office Quantitative Analytics in London is looking to hire a quantitative analyst.

What you will do:

• Create, implement, and support cross-asset quantitative analytics related to capital requirements for Markets Front Office, leveraging a variety of mathematical and computer science methods and tools.
• Develop pricing models using advanced financial mathematics, statistics, probability, and numerical techniques such as Monte Carlo methods and PDE solvers, primarily using Python and C++.
• Support and collaborate closely with trading desks and structurers.
• Work in partnership with control functions to ensure proper governance and control infrastructure.
• Promote a culture of responsible finance, good governance, supervision, expense discipline, and ethics.
• Assess risk/reward of transactions appropriately, ensuring team members understand and consider the firm’s reputation in decision-making.

What we will need from you:

• Relevant experience in a quantitative modeling or analytics role, preferably in the Front Office.
• Strong programming skills in C++ and/or Python.
• Knowledge of financial products and related quantitative methods.
• Excellent written and verbal communication skills.
• MSc or PhD in a relevant quantitative field.

This role offers the chance to work in a small, dynamic team on high-priority projects, solving technical and practical problems, and collaborating with various stakeholders.

We strive to make a positive financial and social impact, prioritize employee well-being, and offer competitive benefits, including:

• Generous holiday allowance starting at 27 days plus bank holidays, increasing with tenure.
• Annual performance bonus.
• Private medical insurance options.
• Employee Assistance Program.
• Pension Plan.
• Paid Parental Leave.
• Employee discounts.
• Learning and development resources.

We are committed to a diverse and inclusive workplace where everyone can be their authentic selves. Join us to discover and grow your capabilities.

Sounds like Citi has everything you need? Then apply now!

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