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Quantitative Analyst – Capital Analytics

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Citi

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Location:
United Kingdom , London

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Category:
Finance

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Contract Type:
Not provided

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Salary:

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Job Description:

This opportunity is for a Quantitative Analyst at the Vice President (VP) level within the Capital Analytics team within Citi’s Markets Quantitative Analytics (MQA) in London. The team develops and maintains the firm’s regulatory capital calculation framework for counterparty credit risk. This role involves developing quantitative models, analytics, and production systems that support Front Office capital transparency and regulatory capital compliance.

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

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
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

Additional Information:

Job Posted:
March 18, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
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