Citi Group Cross-asset XVA Quantitative Analyst VP Hybrid 

United Kingdom, England, London 

345249190

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 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 or analytics role in the financial sector. Experience in XVA is especially valuable.

• Knowledge of financial products and related quantitative methods, especially Monte Carlo simulation.

• Skill in programming, especially in C++.

• Clear and concise written and verbal communication skills.

• An MSc or PhD degree in a 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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