Citi Group Commodities XVA Quantitative Analyst AVP Hybrid 

United Kingdom, England, London 

720839630

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