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 β 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.