Citi Group Risk Quantitative Analyst - AVP 

United Kingdom, England, London 

640055669

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.

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. We work alongside experienced colleagues to further develop our analytical and quantitative skills. Our responsibilities include building models and analytical applications to tackle real-world challenges.

What you’ll do:

• Prepare detailed quantitative modelling and analysis for risk managers and senior management.
• Synthesize and communicate complex risk models and results.
• Conduct statistical analysis, quantitative modelling, and model risk controls.
• Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing.
• Research, support, enhance and maintain market risk models; design and develop in-house software for quantitative analysis.
• Develop methodology for quantitative analysis required on various work streams for “Fundamental Review of the Trading Book (FRTB)” implementation within the bank.

What we’ll need from you:

• Educated to postgraduate level or equivalent, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or financial engineering).
• PhD or equivalent degree is preferred, but not necessary.
• Knowledge of or interest in finance, markets, risk management. Prior experience not required.
• Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.
• Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required.
• Proficient in Python, SQL, Unix/Linux environment.

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
• Special discounts for employees, family, and friends
• Access to an array of learning and development resources.

Time Type:

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