Quantitative Analyst - AVP

Citi; London; Hybrid; GBP 60,000 - 100,000; Full time

Job summary

Join a forward-thinking financial institution as a Quantitative Analyst in London, where you will leverage your analytical skills to create and implement quantitative analytics for capital requirements. This role offers the chance to work on high-priority projects in a collaborative environment, using advanced programming languages like C++ and Python. With a focus on responsible finance and governance, you will be part of a dynamic team that values clear communication and innovative problem-solving. Enjoy a hybrid working model and a comprehensive benefits package that supports your well-being and professional growth.

Benefits

Generous holiday allowance

Discretional annual performance bonus

Private medical insurance

Employee Assistance Program

Pension Plan

Paid Parental Leave

Exclusive employee discounts

Learning and development resources

Qualifications

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

Responsibilities

• Develop pricing models using financial mathematics and statistics.
• Collaborate with trading desks and structurers.

Skills

C++

Python

Financial Mathematics

Statistics

Probability

Numerical Techniques

Communication Skills

Education

MSc in Quantitative Subject

PhD in Quantitative Subject

Job description

Join to apply for the Quantitative Analyst - AVP role at Citi

Join to apply for the Quantitative Analyst - AVP role at Citi

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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 are 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 by leveraging a wide variety of mathematical and computer science methods and tools.
• Develop pricing models using advanced financial mathematics, statistics and probability, numerical techniques such as Monte Carlo Methods and partial differential equation solvers. The implementation uses primarily Python and C++ programming languages.
• Support and collaborate closely with trading desks and structurers.
• Work in close 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.
  
  

What we will need from you:

• Prior relevant experience in a comparable quantitative modeling or analytics role, ideally in the Front Office.
• Excellent technical/programming skills in C++ and/or Python.
• Financial product knowledge and related quantitative methods.
• Consistently demonstrates clear and concise written and verbal communication skills.
• MSc or PhD degree in a relevant quantitative subject.
  
  

This role provides the opportunity to work in a small team on fast-moving, high-priority projects. You will solve both technical and practical problems, collaborate with other Markets Quantitative Analysis teams, and interact with IT, Risk and Trading stakeholders.

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 (reviewed annually), 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.

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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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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Seniority level

• Seniority level

  Not Applicable

Employment type

• Employment type

  Full-time

Job function

• Job function

  Research, Analyst, and Information Technology

• Industries

  Banking, Financial Services, and Investment Banking

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