The RWA team within Markets Quantitative Analytics (MQA) at Citi, London, is looking to hire a quantitative analyst.

Responsibilities:

• Create, implement, and support analytics for Markets Front Office CCR RWA across multiple asset classes 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.

Qualifications:

• Must have 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.

• Minimum of MSc or PhD degree in a relevant quantitative subject.

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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.

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