Cross-Asset XVA Quant – C++/Python Analytics Lead in City of Westminster

Cross-Asset XVA Quant – C++/Python Analytics Lead in City of Westminster

City of Westminster Full-Time No working from home possible
Citigroup, Inc.

At a Glance

  • Tasks: Develop cross-asset XVA analytics using C++ and Python while collaborating with trading desks.
  • Company: Join Citigroup, a leading global financial services company with a strong ethical focus.
  • Benefits: Competitive salary, comprehensive benefits, and opportunities for professional growth.
  • Other info: Dynamic team environment with a focus on innovation and ethical standards.
  • Why this job: Make an impact in finance by driving risk-aware decisions with cutting-edge analytics.
  • Qualifications: Strong background in quantitative analysis, C++, and Python programming skills.

Citigroup Inc. is seeking a highly skilled Quantitative Analyst to join our Central XVA team within Markets Quantitative Analysis (MQA) in London. You will develop cross-asset XVA analytics, leveraging probability theory, financial mathematics, and numerical techniques, primarily in C++ with Python support.

The role involves collaborating with trading desks and control functions to ensure governance and robust analytics, while driving risk-aware decisions and ethical standards within Citi.

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Cross-Asset XVA Quant – C++/Python Analytics Lead in City of Westminster employer: Citigroup, Inc.

Citi London is an exceptional employer, offering a dynamic and inclusive work environment that fosters innovation and collaboration. With a competitive salary, generous annual leave, and a hybrid working model, employees enjoy a healthy work-life balance while having access to extensive learning and development resources. As a key player in the Equity Derivatives Technology team, you will have the opportunity to lead impactful projects and grow your career within a globally recognised financial institution.

Citigroup, Inc.

Contact Details:

Citigroup, Inc. Recruitment Team

We think you need these skills to ace Cross-Asset XVA Quant – C++/Python Analytics Lead in City of Westminster

C++
Python
Quantitative Analysis
Probability Theory
Financial Mathematics
Numerical Techniques
Collaboration