Quantitative Analyst

New

Quantitative Analyst – Capital Analytics

This opportunity is for a Quantitative Analyst at the Vice President (VP) level ...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Relevant prior experience in a comparable quantitative modeling or analytics role in the financial sector
MSc or PhD in a relevant quantitative discipline such as Mathematics, Physics, Engineering, Computer Science, or Quantitative Finance
Excellent technical and programming skills in C++ and/or Python, with the ability to write efficient, maintainable, and production‑quality code
Financial product knowledge and familiarity with the quantitative methods used in pricing, risk, and analytics
Clear and concise communication skills, demonstrated in both written and verbal form, with the ability to explain complex quantitative concepts to diverse stakeholders

Job Responsibility

Design, implement, and maintain cross‑asset quantitative analytics supporting regulatory capital frameworks for Markets Front Office, including SA‑CCR, Resolution metrics, and GSIB indicators, using advanced mathematical, statistical, and computer science techniques. Core implementation languages include Python and C++
Engineer and optimise capital computation engines and production workflows, ensuring robustness, scalability, and computational efficiency across daily global regulatory capital runs
Collaborate closely with trading desks, structurers, and Front Office quants to provide analytics, model insights, trade‑level attribution, and support for capital‑efficient structuring and pricing
Partner with control groups such as Model Risk Management, Market Risk, and Compliance to ensure strong governance, model validation, documentation, and adherence to regulatory requirements
Assess risk–reward trade‑offs in model development and analytical decisions, reinforcing a culture of prudent risk management and reputational awareness across the team

What we offer

27 days annual leave (plus bank holidays)
A discretional annual performance related bonus
Private Medical Care & Life Insurance
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Fulltime

Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst

Portfolio Management Group (PMG) is risk management group covering Citi’s Bankin...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of experience in the financial industry, with significant exposure in developing analytical methodologies and modeling frameworks for credit risk measurement, regulatory capital and/or stress testing
3+ years of prior experience in a model development or model risk management function primarily working on PD and risk rating models and methodologies
Knowledge of coding in R, Python, or SAS, as well as writing and/or reviewing technical documentation
Comprehensive understanding of quantitative and qualitative methodologies and regulatory requirements used in credit risk modeling, particularly for the capital, stress testing and reserves calculations
Demonstrated knowledge across various wholesale credit portfolios and products, including an understanding of financial instruments and market dynamics
Ability to assess complex issues through root cause analysis and other analytical techniques
Strong oral and written communication skills, with a proven ability to synthesize complex concepts, translate into "user friendly" language, and present effectively and persuasively in text or slide format
Strong analytical skills with ability to identify and communicate root causes and trends
Proficient in Microsoft Office, particularly Excel (metrics and data analysis), PowerPoint (presentations), and Word (documentation)
Ability to manage multiple priorities and tasks, highly motivated with attention to detail, team-oriented, organized, pro-active, and capable of executing effectively across businesses, functions, and geographies

Job Responsibility

Support risk rating model oversight activities and prepare Governance Forum reviews, including prioritization of model changes, development, and assessment of model limitations and overlays
Provide independent review of annual and multi-year model enhancement plans to formulate holistic opinion on these developments to aid Senior Management decisions and meet Model Users expectations
Build sustainable, repeatable, and automated analytics supporting centralized model and risk rating related governance, including benchmarking and independent performance analysis of risk rating and PD models
Perform advanced ad hoc analytics and root cause analyses to respond to regulatory and business questions and provide insights, leveraging the best market practices and knowledge on risk ratings, PD modelling and related concepts
Support business and independent risk analysis to provide portfolio insights, define requirements, navigating technical model and risk rating policy and process related terms and documentation
Partner with and support the Model Sponsors, Model Developers, Model Users in 1st and 2nd line of business and Governance Forum activities concerning Wholesale Risk Ratings models and methodologies
Liaise with Model Developers to implement model methodology, such as inputs and outputs, along with qualitative components and model adjustments to ensure alignment with portfolio-specific nuances and expectations
Collaborate closely with other functions, such as product development and technology to ensure seamless integration and execution of model and risk rating oversight and implementation activities

What we offer

Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to an array of learning and development resources

Fulltime

Balance Sheet Management Analyst I

The Balance Sheet Mgmt Analyst I is a trainee professional role. Requires a good...

Location

Philippines , Taguig

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor’s degree in Finance, Statistics, Actuarial Science, Mathematics
2-5 years of experience
Advanced research, analysis and valuation skills, especially related to capital market instruments, including investment, loan, debt and derivative products

Job Responsibility

Contributes to the governance of funding, investing and analytics of the balance sheet
Participates in managing liquidity and interest rate risk, the capital/legal entity structure and capital planning as well as managing rating agency relationships
Involved in capital markets activities including commercial paper and securitization
liquidity, accrual risk oversight and transfer pricing
Manages implementation of procedures and development of analyses and reports
Integrates established disciplinary knowledge within own specialty area with basic knowledge of related industry practices
Demonstrates thorough knowledge of how the team interacts with others in accomplishing the goals of the area
Has working knowledge of industry practices and standards
Delivers routine and defined outputs
Escalates problems or issues relating to transactions, processes, reports or, procedures as appropriate

What we offer

Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Resources to manage financial well-being
Access to an array of learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities

Fulltime

Risk Measurement Analyst

You’ll play a hands‑on role in how Barclays measures, explains, and forecasts ca...

Location

United Kingdom , Edinburgh; Manchester; Northampton

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Analysing and manipulating large datasets using SAS, Python, or similar analytical tools
Working with regulatory capital reports, capital or impairment models
Strong understanding of Basel regulatory capital framework

Job Responsibility

Calculation of RWAs/regulatory capital
Development, calibration, and implementation of credit risk models that estimate the probability of default (PD) and loss given default (LGD)
Development and utilisation of quantitative models and risk forecasting tools to measure and predict potential credit losses
Analysis of credit trends, identify early warning signs of potential borrowers' issues, and assess the impact of economic and market developments
Performance of portfolio stress testing exercises
Maintenance and management of credit risk data effectively
Delivery of internal/external regulatory reporting
Calculation of economic capital and associated reporting within ICAAP

What we offer

Wellness rooms
Gyms
Mental health support
Modern workspaces
Collaborative areas
State-of-the-art meeting rooms
On-site cafeterias
Fitness centers
Tech-equipped workstations

Fulltime

At World Business Lenders (WBL), we offer flexible, short-term commercial loans ...

Location

United States

Salary:

Not provided

World Business Lenders

Expiration Date

Until further notice

Requirements

A bachelor's degree with a foundation in quantitative and analytical skills, preferably in fields such as Applied Mathematics, Physics, Engineering (preferably in Statistical, Aerospace, Finance), Statistics, Capital Markets or Corporate Finance
Experience in quantitative research roles, especially across Capital Markets, Investment Management, and Trading
Hands-on experience in building and validating statistical, econometric, or predictive models
Proficient in handling large data sets, working with simulation models, and utilizing forecasting tools
A background in research-driven environments that focus on statistical theory, model design, and analytical experimentation
Strong analytical reasoning paired with structured problem-solving skills
Experience with correlative regression and theoretical regression techniques
A critical thinker who pays close attention to detail and numerical accuracy
High learning agility along with the ability to independently direct technical research
Excellent communication skills in English, both written and verbal

Job Responsibility

Design, create, and maintain statistical and quantitative models that improve lending strategies, risk management, pricing, and portfolio approaches
Perform comprehensive statistical research to uncover valuable insights into borrower behavior, credit performance, prepayment risk, default risk, and trends in loss severity
Develop, test, and validate predictive models by leveraging historical data related to loans, collateral, market dynamics, and macroeconomic conditions to strengthen our underwriting and risk-rating systems
Utilize Monte Carlo simulations, time-series analysis, and regression modeling for projection across various economic and stress scenarios
Assess, contrast, and enhance different model structures and methodologies
Develop automated analytical tools, dashboards, and model outputs using Python, R, MATLAB, and Excel/VBA to boost efficiency and scalability
Lead research projects, steering them from hypothesis development through experimentation, validation, documentation, and presentation of findings
Maintain high standards of numerical accuracy, methodological integrity, and thorough documentation to support internal governance, audits, and regulatory compliance
Stay updated on the latest advancements in quantitative finance, statistical modeling, and analytical techniques to continually enhance WBL’s modeling and forecasting abilities
Foster a vibrant, data-driven culture by proactively seeking ways to elevate decision-making through insightful quantitative analysis

What we offer

Competitive USD Salary
Enjoy Paid Time Off (PTO)
Fully Remote Work Opportunity

Trader, VP - Spread Products XVA Trading

Citigroup Global Markets Inc. seeks a Trader, VP-Spread Products XVA Trading for...

Location

United States , New York

Salary:

250000.00 USD / Year

Citi

Expiration Date

March 20, 2026

Requirements

Master’s degree, or foreign equivalent, in Financial Engineering, Quantitative Analytics, Engineering (any), or related field
3 years of experience as a Trader, Quantitative Analyst, Analyst, Associate or related position involving risk analysis and model development for global financial services institution
Knowledge of Fixed Income cash products and exotic derivatives
Financial mathematics and pricing methodologies
Monte Carlo Simulation, Scenario Analysis, Stochastic Processes
Market data analysis
Statistical, optimization, and regression techniques
Programming languages including Python, Excel, VBA
Object-oriented software design
Quality control framework implementation

Job Responsibility

Help managing the tasks involving X-Valuation Adjustment (XVA) for Citi’s Spread Products business, including new trade pricing and risk management of existing exposure
Develop, maintain, and enhance quantitative pricing and risk management tools used by the Spread Products XVA desk, by leveraging various interest rates and credit modelling techniques
Use quantitative models to calculate fair value XVAs of the portfolio and its associated risks to various market factors
Analyze XVA P&L to develop optimal hedging strategies and to manage risks from derivatives trading counterparties as well as from Special Purpose Vehicles that issue Structured Notes
Leverage Monte Carlo simulation methodology to model exposure profiles of derivatives under different market scenarios
Conduct scenario analysis and stress test portfolio to assess needs for additional protection against unexpected losses
Understand various regulatory requirements like Basel, SACCR, CCAR and evaluate capital usage for various trade structures
Liaise and coordinate with various stakeholders of Spread Products XVA desk in solving any pricing/risk issue that may arise in production
Collaborate with partners in Markets Quantitative Analysis, Market Risk, Technology, and Financial Control to assess validity of the modeling assumptions, ensure model’s compliance with applicable regulatory requirements, and for effective implementation of the models in XVA infrastructure
Leverage programming languages like Python, VBA and Object-Oriented Programming principles to develop desk tools to facilitate pricing and risk management of trades

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

!

Capital Markets Analyst

As a Capital Markets Analyst, you will be responsible for helping support the te...

Location

United States , New York

Salary:

110000.00 - 135000.00 USD / Year

Barclays

Expiration Date

Until further notice

Requirements

Experience in Investment Banking and ideally Debt Capital Markets, with an understanding of debt capital markets, rates, macro-economics, and corporate finance
Excellent quantitative and analytical skills with ability to synthesize market and corporate information to develop client solutions
Strong written and verbal communication skills
Organized and able to efficiently manage projects, works well under pressure and strong ability to multitask and meet deadlines

Job Responsibility

Development and maintenance of strong relationships with corporate, financial and institutional clients to understand their financing needs and objectives
Development and maintenance of complex financial models to assess the value of assets, companies, or securities and identify the most appropriate structuring of capital raising initiatives, including equity financing via an initial public offerings, investment grade debt underwriting, leveraged financing solutions for non-investment grade clients, or derivative hedging solutions
Collaboration with Coverage, M&A, Syndicate, Global Markets, and cross functional teams to ensure successful origination, company due diligence, and execution of various capital market transactions
Identification, assessment, and management of risks associated with capital markets transactions and development of risk mitigation strategies in alignment with regulatory requirements
Research, financial data analysis and continued development of market insights and investment recommendations

Fulltime

Senior Manager, Data Analytics

Senior Manager, Data Analytics at Capital One. Partner cross-functionally with t...

Location

United States , McLean; New York; Richmond

Salary:

182500.00 - 249900.00 USD / Year

Capital One

Expiration Date

Until further notice

Requirements

Currently has, or is in the process of obtaining a Bachelor’s Degree in quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science or a related quantitative field) plus at least 7 years of experience performing data analytics, or currently has, or is in the process of obtaining a Master’s Degree plus at least 5 years of experience performing data analytics with an expectation that required degree will be obtained on or before the scheduled start date
At least 5 years of experience performing professional data analysis work
At least 5 years of experience leading and developing with open source data technologies
At least 2 years of experience managing people

Job Responsibility

Refining a new Enterprise-wide analytical tools validation framework
Planning and executing validation projects
Assessing the quality and risk of analytical tool methodologies across Capital One, and the nature of tools usage within those processes
Understanding technical issues in analytical tools and assessing tools risks and opportunities
Independently researching, identifying, and prototyping industry best practices for emerging analytical tools
Communicating results clearly and concisely both verbally and through written communications via validation reports and presentations
Leveraging education, colleagues and training opportunities to develop solutions to business problems
Coaching and mentoring junior staff
Lead analysts, partner cross-functionally, and set data strategy for a wide range of innovative products
Remediating DA solutions, driving controls, designing data products, and enabling strategic journeys

What we offer

Performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI)
Comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being

Fulltime

Quantitative Analyst – Capital Analytics

Citi

Location:
United Kingdom , London

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:
March 19, 2026

Looking for more opportunities? Search for other job offers that match your skills and interests.

Similar Jobs for Quantitative Analyst – Capital Analytics

Quantitative Analyst – Capital Analytics

Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst

Balance Sheet Management Analyst I

Risk Measurement Analyst

Quantitative Analyst

Trader, VP - Spread Products XVA Trading

Capital Markets Analyst

Senior Manager, Data Analytics

Quantitative Analyst – Capital Analytics

Citi

Location:United Kingdom , London

Category:Finance

Contract Type:Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:March 19, 2026

Looking for more opportunities? Search for other job offers that match your skills and interests.

Similar Jobs for Quantitative Analyst – Capital Analytics

Quantitative Analyst – Capital Analytics

Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst

Balance Sheet Management Analyst I

Risk Measurement Analyst

Quantitative Analyst

Trader, VP - Spread Products XVA Trading

Capital Markets Analyst

Senior Manager, Data Analytics

Location:
United Kingdom , London

Category:
Finance

Contract Type:
Not provided

Job Posted:
March 19, 2026