Finding the best job has never been easier
Citi Group Cross Asset XVA Quant Analyst AVP Hybrid United Kingdom, England, London 359445344
Share
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
This can be an entry level role - experience theoretical or desk based, 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++.
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:
View the " " poster. View the .
View the .
View the
These jobs might be a good fit
