Quantitative Analyst

Quantitative Analyst - Rates Options Desk Quant (Vice President)

Are you a strategic and highly skilled Quantitative Analyst with a recognized te...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Experience in a comparable quantitative modelling or analytics role, ideally within the financial sector
Experience with standard rates models (SABR, HJM, Markov functional) and products (Swaptions, CMS, Path-Dependent Exotics)
Excellent technical/programming skills in C++ and Python
Proficiency in statistics and probability-based calculations, including using probability theory to evaluate risks, solve analytical equations, and design numerical schemes for complex financial instruments
Strong understanding of software design and principles
Consistently demonstrates clear and concise written and verbal communication skills
Master’s or PhD degree in a relevant quantitative subject

Job Responsibility

Develop and enhance analytics libraries used for pricing and risk management of Interest Rate Derivatives
Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools
Develop sophisticated pricing models using advanced numerical techniques for valuation, such as Monte Carlo Methods and partial differential equation solvers
Collaborate closely with Traders, Structurers, and technology professionals to deliver effective solutions
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance to ensure appropriate governance and control infrastructure
Contribute to building a culture of responsible finance, good governance and supervision, expense discipline, and ethics
Appropriately assess risk/reward of transactions when making business decisions
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services
Adhere to all policies and procedures as defined by your role and maintain all required registrations/licenses within the appropriate timeframe
Appropriately assess risk when making business decisions, safeguarding Citigroup, its clients, and assets by driving compliance with applicable laws, rules, and regulations

What we offer

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
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Fulltime

Commodities Quantitative Analyst

Citi's Markets business is a leading global financial institution, offering a wi...

Location

United States , Houston

Salary:

60800.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Experience in a quantitative modeling or analytics role, with a preference for experience within the financial sector
Solid understanding of commodities markets is highly desirable, but not a mandatory pre-requisite if strong foundational quantitative skills are demonstrated
Expertise in programming, particularly C++ and Python, with proven experience in developing robust quantitative libraries and applications
Strong theoretical and practical background in market data, statistics, and probability, including the application of probability theory to assess risks in complex financial instruments
Demonstrated ability to solve analytical equations and design numerical schemes for analyzing intricate financial contracts
Proficiency in software design principles and best practices for developing high-quality, maintainable code
Exceptional clear and concise written and verbal communication skills, with the ability to articulate complex technical concepts to diverse audiences
An advanced degree (Master's or PhD) in a quantitative field such as Financial Engineering, Mathematics, Physics, Computer Science, or a related discipline is required

Job Responsibility

Develop and enhance analytics libraries crucial for pricing and effective risk management of commodity derivatives
Design, implement, and rigorously test quantitative models for the trading business, utilizing a diverse set of mathematical and computer science techniques, including advanced calculus, C++, Python, JavaScript/React development, mathematical finance, and statistical methodologies
Collaborate closely with Traders, Sales, and Structurers to understand business requirements and deliver tailored quantitative solutions that directly support trading and client needs
Work proactively with control functions such as Model Risk Management, Legal, Compliance, Market and Credit Risk, and Audit to ensure robust governance and control infrastructure around model development and usage
Drive responsible financial practices, foster good governance, and uphold ethical standards in all business decisions, demonstrating a keen awareness of the firm’s reputation
Adhere strictly to all internal policies and procedures relevant to the role, ensuring full compliance with regulatory requirements

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

Quantitative Analyst, Vice President

Part of Markets Quantitative Analysis, the Equity Quantitative Derivative Team i...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Demonstrated years of experience in a comparable quantitative modelling or analytics role, preferably in the financial sector
Expert-level C++ development, including contribution to large-scale library design and development
Experience with scripting languages and/or implementation of payoff scripting frameworks
Expert-level experience in derivatives pricing and product knowledge, ideally in equity exotics
Deep knowledge of numerical methods, particularly Monte Carlo simulation and PDE solvers
Advanced degree in Quantitative Finance, Mathematics, Physics, or related field
Excellent communication and collaboration skills
Consistently demonstrates clear and concise written and verbal communication skills

Job Responsibility

Develop analytics libraries used for pricing and risk management
Design, build, and enhance a pricing library for derivative products and ensure robust model integration
Implement and maintain derivative pricing models (e.g. stochastic/local volatility, stochastic correlation, jump), using numerical techniques for valuation including Monte Carlo methods and partial differential equation solvers
Optimise the core codebase to ensure performance, stability, and engineering excellence
Develop and support product payoff scripting frameworks for flexible trade representation
Establish best practices for testing, validation, and model governance
Collaborate closely with Traders, Structurers, and technology professionals
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order 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

What we offer

Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
Cooperation with a high quality, international, multicultural and global team
Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
Management supporting balanced and agile work (flexible working hours, home office)
A chance to make a difference with various affinity networks and charity initiatives
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 Programme

Fulltime

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New...

Location

United States , New York

Salary:

160000.00 - 175000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree, or foreign equivalent, in Mathematics, Computer Science, Operations Research and Information Engineering, Financial Engineering, or related field
2 years of experience as a Quantitative Analysis Program Analyst, or related position involving quantitative model development and risk management support in a global financial services institution
Using mathematical methods, including advanced calculus, statistics, probability and stochastic processes, in security pricing and financial modeling projects
Applying numerical analysis techniques to perform fast calculations on large datasets
Software development in Python and C++
Maintaining and implementing high performance time series analysis and processing tools using C++
Functional programming and objected oriented programming
Producing models and analytics using machine learning methods
Big data management including cleaning, storage and delivery of large unstructured datasets and creating and maintaining databases and pipelines
Fixed income and derivative securities pricing across multiple asset classes

Job Responsibility

Develop analytical libraries used for pricing, hedging, liquidity management and risk management
Create, implement and support quantitative models for the trading business
Develop optimization tools for constructing interest rate curves and computing single currency and cross currency asset swap spreads, optional-adjusted spreads and coupon adjusted spreads
Generate trading signals based on the spreads to select the optimal trades with rigorous back-tests and portfolio optimization
Carry out post-trade analyses on rebalancing and risk management methodologies
Develop and maintain a range of Excel and React based web tools to support the trading and sales desks to price, trade and hedge a range of fixed income securities
Develop and maintain monitoring tools to ensure the marks and computed risks are accurate and tradable
Conduct quality control and compliance checks to ensure the accuracy and completeness of the streaming intraday ticking market data and end-of-day data
Perform data processing tasks to collect, process, and analyze data from the macroeconomic data, fixed income market data, and publicly available fixed income trade records
Generate real-time alerts and reports to support the sales and trading business

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
discretionary and formulaic incentive and retention awards

Fulltime

New

Sr Analysts, Credit Risk Mgmt

Sr Analysts, Credit Risk Management is located in Bellevue, WA will analyze cust...

Location

United States , Bellevue

Salary:

146182.00 - 153800.00 USD / Year

T-Mobile

Expiration Date

Until further notice

Requirements

Bachelor's degree in Computer Science, Computer Programming, Computer Engineering, Business Administration, or related, and 5 years of relevant work experience in any occupation in which the required experience is gained
Master's degree in Computer Science, Computer Programming, Computer Engineering, Business Administration, or related, and 3 years of experience in any occupation in which the required experience is gained
SQL, Excel VBA or analytical programming language R to manipulate and analyze large-scale datasets, derive critical insights, and translate complex findings into clear, actionable recommendations tailored for Executive Leadership
Snowflake, CV, CUW, or Teradata to extract, transform, and integrate data from multiple sources, with knowledge in managing the full Exploratory Data Analysis (EDA) lifecycle, including advanced querying, feature engineering, and building/managing data tables to ensure accuracy
Lead data-driven initiatives from requirements gathering to analytical framework design, with proficiency in leveraging statistical methods in R or Python including decision trees, regression models, and K-means clustering to enhance customer segmentation and credit risk strategies
Develop executive-level visualizations and performance tracking dashboards using Tableau, Power BI, SQL, Excel/VBA, and Python including pandas, matplotlib, and seaborn by performing ETL/data engineering including Extraction, Transformation, and Loading to deliver insights and monitor key metrics
Develop financial models and forecasts: Customer Lifetime Value prediction, cohort analysis, scenario modeling, using Excel, SQL, Python including NumPy, pandas, and scikit-learn to evaluate strategies and drive growth
Manage credit risk and underwriting by applying knowledge of credit structures and leveraging transactional, payment, and consumer behavioral data to build predictive models and develop optimization models in Excel and Python to design and implement new credit initiatives
At least 18 years of age
Legally authorized to work in the United States

Job Responsibility

Forecast financial trends to support strategic decision-making
Evaluate and optimize the effectiveness of credit policies and outcomes
Develop customer risk segments to improve credit management and performance
Utilize statistical segmentation techniques to identify new opportunities
Performing complex qualitative and quantitative analysis of credit polices to ensure financial goals are being attained
Developing predictive financial and analytical models using the appropriate statistical methodologies, including trend and regression analysis
Participate and perform the analysis of new data and statistical products by external vendors
Performing loss forecasting analysis
Extracting, processing and transforming data from multiple disparate sources
Analyzing credit bureau data and alternative credit data

What we offer

Annual stock grant
Employee stock purchase plan
401(k)
Free year-round money coaches
Annual bonus or periodic sales incentive or bonus
Medical insurance
Dental insurance
Vision insurance
Flexible spending account
Paid time off

Fulltime

Senior Strategy Analyst

The Senior Strategy Analyst role helps the firm turn ideation, challenge, and op...

Location

United Kingdom , London

Salary:

Not provided

DAC Beachcroft

Expiration Date

Until further notice

Requirements

Excellent experience in strategy, transformation, business analysis, or consulting roles delivering early-stage definition and decision support
Strong capability in financial analysis and business case development, with confidence in modelling costs/benefits and articulating assumptions
Experience assessing technology opportunities (including AI/automation/data) and translating them into practical, operational initiatives
Proven stakeholder management skills, including facilitating workshops and influencing senior decision-makers in a partnership-like environment
Experience applying user-centred/behavioural approaches (e.g., journey mapping, adoption diagnostics) to improve uptake and outcomes
Familiarity with regulated or risk-sensitive environments, ideally within legal or professional services (e.g., confidentiality, GDPR, patient/client impact)
Track record of producing concise, high-quality artefacts (options papers, investment cases, prioritisation packs) that enable fast decisions
Structured problem solving: breaks ambiguous problems into clear hypotheses, workstreams, and decision points, using non-technical language to simplify problems
Commercial judgement: capable of synthesising financial, technological, and user-experience based considerations into a coherent commercial proposition which can be benchmarked and compared
Stakeholder empathy and influence: capable of building trust rapidly and working with complex stakeholder groups across a partnership, adapting communication style across legal, business, and technical stakeholders

Job Responsibility

Lead early-stage discovery to define problems, scope opportunities, and shape work packages into clear, actionable initiatives
Produce options appraisals and recommendations that balance value, feasibility, risk, and time-to-impact
Develop business cases and value hypotheses, including quantified benefits, costs, assumptions, and sensitivity analysis
Build financial models (CapEx/OpEx, ROI, NPV where relevant) to support investment decisions and prioritisation
Assess emerging technology opportunities (e.g., AI, automation, data) and translate them into practical use cases
Apply user experience and behavioural science techniques to diagnose adoption barriers and design for sustained usage
Map and analyse workflows (legal and business services) to identify pain points, inefficiencies, and automation potential
Facilitate stakeholder workshops to gather requirements, validate hypotheses, and align on desired outcomes
Partner with architecture, security, and data teams, and the Office of the General Counsel, to test feasibility and ensure solutions align with standards and guardrails
Define success measures and KPIs (value, adoption, quality, client impact) and embed these into delivery initiation

Fulltime

Counterparty Credit Risk Sr Lead Analyst

Counterparty Credit Risk Portfolio Manager role is a senior risk manager role in...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

12+ years of experience in a large Financial Institution in Counterparty Credit Risk
Strong understanding of Counterparty Credit Risk including Exposure and Margin frameworks/models, Stress testing, Wrong-Way Risk
Knowledge of Markets businesses and products across OTC, Prime Brokerage, Clearing and Security Financing /Repo
Strong technical expertise of complex derivative structures and understanding of associated first order/second order risks
Knowledge of Credit documentation and various Credit master agreements, legal terms related to netting/collateral/margin mechanics will be a plus
Broad understanding of current market and regulatory environment as applicable to Counterparty Credit Risk
Excellent organizational and communication skills (written and verbal)
Superior analytical and quantitative skills and be able to quickly distil transactions/business propositions to key risks
Ability to work collaboratively with a wide group of cross-functional stakeholders across levels
Demonstrated ability to lead meetings/calls, to listen to other points of view, provide appropriate challenge, influence partners

Job Responsibility

Help implement and operate the 2nd Line Counterparty Credit Risk and controls framework for Citi
Direct the execution strategy for Pre-Settlement Exposure (PSE), Net Stress Exposure (NSE) and various CCR measurements standards across Citi APAC businesses
Ensure CCR frameworks, practices and policies applied to all market products
Actively monitor CCR portfolio across business, risk stripes and legal vehicles
Focus on early warning and proactive problem recognition based on markets indicators and portfolio concentrations
Help 2nd line of defense Credit officers in pre-trade review, challenge, and what-if analysis for new complex derivatives activity
Support CCR risk management governance by preparing and presenting updates on various CCR pillars
Support regulatory interactions on the CCR and manage increasing demands of regulatory oversight on CCR
Appropriately assess risk when business decisions are made

What we offer

Programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more
Programs to help manage your financial well-being and help plan for the future
Access to an array of learning and development resources
Programs that help employees balance their work and life, including generous paid time off packages

Fulltime

Vice-President - Senior Credit Analyst

The ICM Senior Credit Analyst will lead the evaluation and ongoing management of...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

CA, CFA, or MBA (Finance) with 10–13 years of experience in credit risk, corporate lending, or financial research
Exceptional experience with the internal Policies, Standards, Procedures, Templates
Ability to analyze and evaluate financial statements and business plans, across a range of industrial sectors and form independent opinions on credit and emerging risks
Proficient knowledge of corporate and debt structuring, with a particular understanding of bank loan documentation
Good understanding of risk profiles of all credit products
Advanced credit analysis and corporate financial modeling
Risk assessment and quantitative analysis experience
Ability to build and maintain relationships and communication skills, both written and verbally
Ability to work autonomously, as well make meaningful contributions as part of a team
Project management skills, with a focus on Information System implementation

Job Responsibility

Lead comprehensive credit assessments, valuations, and rating assignments for complex or large exposures
Independently prepare financial models and company valuations using most appropriate methods (DCF, SOTP, Project finance, comparable company analysis, precedent transactions, etc.)
Assess liquidity, debt capacity and other areas of financial and operating performance to evaluate areas of weakness and potential for turnaround, which is measured by setting and monitoring appropriate classification triggers
Model companies' financial position to assess appropriate debt structure and accurate debt value using the most appropriate valuation methodology
Oversee and review credit papers, ensuring analytical rigor and compliance with policy standards
Monitor portfolio performance and conduct early warning analyses
Guide stress testing, sector review initiatives, and internal risk assessments
Participate in or lead credit review committees and provide insights on deal structuring and documentation
Mentor and review work of analysts across levels to maintain output quality and consistency
Ensure adherence to credit governance, internal control, and audit standards

What we offer

Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Access to an array of learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities in which they live and work

Fulltime

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Quantitative Analyst – Legal & Financial Structures

Job Description

Job Responsibility

Requirements

What we offer

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