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Citi Group Commodities XVA Quantitative Analyst AVP Hybrid 
United Kingdom, England, London 
720839630

24.09.2024
Job Description

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.


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, development including C++, Python, JavaScript React, mathematical finance/ programming and statistics and probability.

  • Collaborate closely with Traders, Sales, 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.

What we’ll need from you

  • This is not an entry level role, comparable experience in a quantitative modeling or analytics role, ideally in the financial sector, is required.

  • You must have technical/programming, C++, python skills and have had exposure to Market Data and be experienced in statistics and probability based calculations;

  • You must be able to use probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyse complex contracts; and Software design and principles.

  • You will have knowledge of quantitative methods, and familiarity with Commodities markets is preferred.

  • You will be able to consistently demonstrate clear and concise written and verbal communication skills

  • Masters/PhD, or equivalent degree

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

Institutional Trading


Time Type:

Full time

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