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Quantitative Analyst - AVP

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Citi

1mo ago

  • Job
    Full-time
    Mid & Senior Level
  • Data
    Banking & Finance
  • London

AI generated summary

  • You must have relevant quantitative experience, strong C++/Python skills, financial product knowledge, and an MSc/PhD in a quantitative field, along with clear communication abilities.
  • You will develop and implement quantitative models for capital requirements, support trading desks, ensure governance, and assess risk/reward in business decisions.

Requirements

  • Prior relevant experience in a comparable quantitative modeling or analytics role, ideally in the Front Office.
  • 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.
  • MSc or PhD degree in a relevant quantitative subject.

Responsibilities

  • Create, implement, and support cross asset quantitative analytics related to capital requirements for Markets Front Office 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.

FAQs

What is the job title for this position?

The job title is Quantitative Analyst - AVP.

Where is this position located?

This position is located in London.

What team will I be joining at Citi?

You will be joining the Capital Quantitative Analytics team within the Markets Quantitative Analysis (MQA) team.

What are some of the key responsibilities of this role?

Key responsibilities include creating and implementing cross asset quantitative analytics related to capital requirements, developing pricing models using mathematical and statistical techniques, and collaborating closely with trading desks and structurers.

What programming languages are primarily used in this role?

The primary programming languages used in this role are Python and C++.

What kind of educational background is required for this position?

A MSc or PhD degree in a relevant quantitative subject is required.

What type of prior experience is beneficial for this role?

Prior relevant experience in a comparable quantitative modeling or analytics role, ideally in the Front Office, is beneficial.

What kind of benefits does Citi offer for this position?

Citi offers a competitive base salary, generous holiday allowance, annual performance-related bonus, private medical insurance, employee assistance programs, pension plans, paid parental leave, and exclusive employee discounts.

How does Citi support employee well-being?

Citi is committed to ensuring a workplace where everyone feels comfortable being their whole self and provides a range of benefits to support employee well-being.

What commitment does Citi have regarding diversity and inclusion?

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to various protected characteristics, ensuring a diverse and inclusive workplace.

How many days of holiday do employees receive initially?

Employees start with a holiday allowance of 27 days plus bank holidays, with increases based on tenure.

Is there an annual performance-related bonus?

Yes, there is a discretional annual performance-related bonus.

Does this role involve collaboration with other teams?

Yes, the role involves collaboration with other Markets Quantitative Analysis teams as well as interactions with IT, Risk, and Trading stakeholders.

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Citi

Finance
Industry
10,001+
Employees
1998
Founded Year

Mission & Purpose

Citigroup Inc. or Citi is an American multinational investment bank and financial services corporation headquartered in New York City. Citi's operation is to provide financial services that enable growth and economic progress. Core activities are safeguarding assets, lending money, making payments and accessing the capital markets.

Benefits

  • Live Well, Stay Healthy

    Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.

  • Paid parental leave

    We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.

  • Save well, for now and your future

    We empower our employees to manage their financial well-being and help them plan for the future.

  • Keep learning

    Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

  • Be well, take time off

    We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

  • Support Your Community

    We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.