doDevelop analytics libraries used for pricing and risk-managementCreate, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, development including C++, Python, JavaScript React, mathematical finance/ programming and statistics and probabilityDevelop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solversCollaborate closely with Traders, Structurers, and technology professionalsWork in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructureAppropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's familiar with and adhere to Citi's Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the sameAdhere to all policies and procedures as defined by your role which will be communicated to youObtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframeAppropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgement regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.What we'll need from youExperience in a comparable quantitative modelling or analytics role, ideally in the financial sectorMust have technical/programming skills; Exposure to Market Data;Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principlesMust also possess any level of product knowledge, Investments and Quantitative MethodsConsistently demonstrates clear and concise written and verbal communication skillsMasters/PhD, or equivalent degree
- Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector
- Must have technical/programming skills; Exposure to Market Data;
- Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principlesMust also possess any level of product knowledge, Investments and Quantitative MethodsConsistently demonstrates clear and concise written and verbal communication skillsMasters/PhD, or equivalent degree
Job Family Group: Institutional Trading
Job Family:Quantitative Analysis
Time Type:Full time
Most Relevant Skills Please see the requirements listed above.
Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.
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Quantitative Analyst - Commodities, VP in London employer: Citigroup Inc.
Citi is an exceptional employer that fosters a dynamic work culture in the heart of London, where innovation meets compliance. As an AI-Driven Securities Finance Product Lead, you will have access to unparalleled growth opportunities, collaborating with top-tier professionals across various teams to shape the future of finance through cutting-edge AI solutions. With a commitment to employee development and a focus on delivering strategic value, Citi stands out as a rewarding place for those seeking meaningful contributions in a regulated environment.
