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Cross-asset XVA Quantitative Analyst, VP (Hybrid) at Citi

Citi London, United Kingdom
Posted 27 days ago Hybrid Job Permanent Competitive
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 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 by responsibly providing financial services that enable growth and economic progress.

Role Overview
Markets Quantitative Analysis (MQA) builds innovative solutions to the most complex financial problems facing our trading businesses, control functions and international client base. Central XVA (X-Value Adjustment) is a small team working on important XVA functionality that cuts across asset classes.

What you will do
  • Create and support analytics for Markets Front Office XVA across multiple asset classes using probability theory, financial mathematics, and numerical techniques.
  • Implement these analytics in C++, also using Python.
  • Support trading desks.
  • Collaborate closely with other MQA teams.
  • Work in 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
  • Experience in a comparable quantitative modelling or analytics role in the financial sector. Experience in XVA is especially valuable.
  • Knowledge of financial products and related quantitative methods, especially Monte Carlo simulation.
  • Skill in programming, especially in C++.
  • Clear and concise written and verbal communication skills.
  • An MSc or PhD degree in a quantitative subject.
What we can offer you
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.
#LI-AS1

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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 .

View the " EEO is the Law " poster. View the EEO is the Law Supplement .
View the EEO Policy Statement .
View the Pay Transparency Posting
Job ID  24743269
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