Cross-asset XVA Quantitative Analyst, VP (Hybrid)
Citigroup Inc., City of Westminster
Cross-asset XVA Quantitative Analyst, VP (Hybrid)
Salary Not Specified
Citigroup Inc., City of Westminster
- Full time
- Permanent
- Remote working
Posted today, 9 Oct | Get your application in now to be one of the first to apply.
Closing date: Closing date not specified
job Ref: d81c260b1bf84ca0a54532e1f0672b9a
Full Job Description
- 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.
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.
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., 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.
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.