Citi Group Quantitative Analyst - VP 

United Kingdom, England, London 

168381915

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 will do

• Create, implement, and support cross asset quantitative analytics related to capital requirements for Markets Front Office, including SACCR and Resolution, 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 financial sector.
• Excellenttechnical/programmingskills 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.

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

Time Type:

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