Quantitative Analyst, Citi

Citi

Location:
United Kingdom, London

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

Are you a highly skilled Quantitative Analyst seeking a challenging role at the heart of a global financial institution? Citi's Capital Analytics Quant team, part of the Front Office Quantitative Analytics (MQA) group in London, is looking for a talented individual to join its ranks. This role offers a unique opportunity to contribute to the development and support of critical cross-asset quantitative analytics related to capital requirements for the Markets Front Office.

Job Responsibility:

Create, implement, and support cross-asset quantitative analytics related to capital requirements for Markets Front Office, including SACCR and Resolution
Leverage a wide variety of mathematical and computer science methods and tools
Develop pricing models using advanced financial mathematics, statistics, probability, and numerical techniques such as Monte Carlo Methods and partial differential equation solvers
Implement solutions primarily using Python and C++ programming languages
Provide direct support and collaborate closely with trading desks and structurers
Work in close partnership with control functions to ensure appropriate governance and control infrastructure
Contribute to building a culture of responsible finance, good governance, supervision, expense discipline, and ethics
Appropriately assess risk/reward of transactions when making business decisions and ensure proper consideration for the firm’s reputation.

Requirements:

Relevant experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
Excellent technical and programming skills in C++ and/or Python
Strong financial product knowledge and understanding of related quantitative methods
Consistently demonstrates clear and concise written and verbal communication skills
MSc or PhD degree in a relevant quantitative subject.

What we offer:

Impactful Role: Contribute to critical regulatory initiatives related to capital requirements (e.g., SACCR, SACCR and Resolution) in a front-office context
Technical Excellence: Work with advanced mathematical and computer science methods, including Monte Carlo and PDE solvers, using Python and C++
Collaboration: Support and collaborate directly with trading desks, structurers, and various control functions
Career Growth: Develop deep expertise in capital analytics, financial modeling, and regulatory frameworks within a leading global financial institution
Dynamic Environment: Be part of a highly skilled and collaborative MQA team in London.

Additional Information:

Job Posted:
August 21, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Quantitative Analyst