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SalaryAre you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Markets Quantitative Analysis team.
By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients and by responsibly providing financial services to enable growth and economic progress.
Markets Quantitative Analysis (MQA) builds innovative solutions to the most complex financial problems facing our trading businesses, control functions and international client base
The RWA team within Markets Quantitative Analytics (MQA) at Citi, London, is looking to hire a quantitative analyst.
What you will do:
Create, implement, and support analytics for Markets Front Office CCR RWA across multiple asset classes 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 need from you:
Must have experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.
Excellent technical/programming skills in C++ and/or Python.
Financial product knowledge and related quantitative methods.
Consistently demonstrates clear and concise written and verbal communication skills.
Minimum of MSc or PhD degree in a relevant quantitative subject.
This is a role that will help develop a deep understanding of the markets you will be operating in and how they function. By working with many areas of the bank, this role gives you the opportunity to work closely with many of your peers and gain a strong understanding of the various asset classes that make up the markets business, a grounding which as your career develops will provide many opportunities to grow.
At Citi, we stand firm in our commitment to our values, and we look for people who share those values with us. We believe in doing what is right – for our clients and our people.
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:
- 27 days annual leave (plus bank holidays)
- A discretional annual performance related bonus
- Private Medical Care & Life Insurance
- Employee Assistance Program
- Pension Plan
- Paid Parental Leave
- Special discounts for employees, family, and friends
- Access to an array of learning and development resources
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
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Job Family Group:
Institutional Trading-
Job Family:
Quantitative Analysis-
Time Type:
Full time-
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
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