Quantitative Analyst - Vp

Details of the offer

Are 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 Capital Quantitative Analysis team.
Is this your next job Read the full description below to find out, and do not hesitate to make an application.
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.
Role Overview Citi's Markets Quantitative Analysis (MQA) builds innovative solutions to the most complex financial problems facing our trading businesses, control functions and international client base.
This role sits within the Capital Quantitative Analysis team.
What you will do Create, implement, and support cross asset quantitative analytics related to capital requirements for Markets Front Office, including SACCR and Resolution, 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 will need from you Prior relevant 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.
MSc or PhD degree in a relevant quantitative subject.
This role provides the opportunity to work in a small team on fast-moving, high-priority projects.
You will solve both technical and practical problems, collaborate with other Markets Quantitative Analysis teams, and interact with IT, Risk and Trading stakeholders.
We work hard to have a positive financial and social impact on the communities we serve.
In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.
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.
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.
Sounds like Citi has everything you need?
Then apply to discover the true extent of your capabilities.
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Nominal Salary: To be agreed

Source: Talent_Dynamic-Ppc

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