Quantitative Analyst - VP

Citigroup Inc.; London; Hybrid; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a talented individual to join their Markets Quantitative Analysis team. This role involves tackling complex financial problems and creating innovative solutions across various asset classes. You will leverage your skills in quantitative modelling and programming to support trading desks and collaborate with multiple teams. The company offers a hybrid working model, generous holiday allowance, and a comprehensive benefits package to ensure employee well-being. If you're ready to make a significant impact in a dynamic environment, this opportunity is for you.

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 a quantitative modelling role in finance, especially XVA.
• Knowledge of financial products and quantitative methods.

Responsibilities

• Create and support analytics for Markets Front Office XVA.
• Implement analytics in C++ and Python.

Skills

Analytical Skills

Problem Solving

Communication Skills

Quantitative Modelling

Monte Carlo Simulation

Education

MSc in Quantitative Subject

PhD in Quantitative Subject

Tools

C++

Python

Job description

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 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.

Role Overview

Markets Quantitative Analysis (MQA) builds innovative solutions to the most complex financial problems facing our trading businesses, control functions and international client base. Central XVA (X-Value Adjustment) is a small team working on important XVA functionality that cuts across asset classes.

What you will do

• 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.

What we will need from you

• Experience in a comparable quantitative modelling role in the financial sector. XVA-related experience is especially 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++.

What we can offer you

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.

#LI-COF

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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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