Quantitative Analyst - Capital Analytics

Citi

London

1 month ago

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Quantitative Analyst - Capital Analytics

Join to apply for the Quantitative Analyst - Capital Analytics role at Citi

Introduction:

Are you a highly skilled Quantitative Analyst seeking a challenging role at the heart of a global financial institution? Citi's Capital Analytics Quant team, part of the Front Office Quantitative Analytics (MQA) group in London, is looking for a talented individual to join its ranks. This role offers a unique opportunity to contribute to the development and support of critical cross-asset quantitative analytics related to capital requirements for the Markets Front Office.

Team/Role Overview:

The Capital Analytics Quant team within MQA plays a pivotal role in ensuring Citi's compliance with capital regulations (e.g., SACCR, Resolution) by developing sophisticated quantitative models and tools. You will be part of a dynamic and collaborative environment, working at the intersection of advanced financial mathematics, computer science, and regulatory requirements. This position offers significant exposure to various financial products and close collaboration with trading desks, structurers, and control functions across the firm.

What You'll Do:

Create, implement, and support cross-asset quantitative analytics related to capital requirements for Markets Front Office, including SACCR and Resolution.
Leverage a wide variety of mathematical and computer science methods and tools.
Develop pricing models using advanced financial mathematics, statistics, probability, and numerical techniques such as Monte Carlo Methods and partial differential equation solvers.
Implement solutions primarily using Python and C++ programming languages.
Provide direct support and collaborate closely with trading desks and structurers.
Work in close partnership with control functions to ensure appropriate governance and control infrastructure.
Contribute to building a culture of responsible finance, good governance, supervision, expense discipline, and ethics.
Appropriately assess risk/reward of transactions when making business decisions and ensure proper consideration for the firm’s reputation.

What We'll Need From You:

Proven experience in a comparable quantitative modeling or analytics role, ideally within the financial sector.
Excellent technical and programming skills in C++ and/or Python.
Strong financial product knowledge and understanding of related quantitative methods.
Consistently demonstrates clear and concise written and verbal communication skills.
MSc or PhD degree in a relevant quantitative subject.

What We Can Offer You:

Impactful Role: Contribute to critical regulatory initiatives related to capital requirements (e.g., SACCR, Resolution) in a front-office context.
Technical Excellence: Work with advanced mathematical and computer science methods, including Monte Carlo and PDE solvers, using Python and C++.
Collaboration: Support and collaborate directly with trading desks, structurers, and various control functions.
Career Growth: Develop deep expertise in capital analytics, financial modeling, and regulatory frameworks within a leading global financial institution.
Dynamic Environment: Be part of a highly skilled and collaborative MQA team in London.

If you are a highly motivated Quantitative Analyst with a strong background in financial modeling and programming, eager to contribute to cutting-edge capital analytics, we encourage you to apply.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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.

View Citi’s EEO Policy Statement and the Know Your Rights poster.Seniority level

Seniority levelNot Applicable

Employment type

Employment typeFull-time

Job function

Job functionResearch, Analyst, and Information Technology
IndustriesBanking, Financial Services, and Investment Banking

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