At a Glance
- Tasks: Develop and support quantitative analytics for capital requirements in a dynamic financial environment.
- Company: Join Citi, a leading global financial institution committed to responsible finance and innovation.
- Benefits: Enjoy career growth, collaboration with experts, and the chance to work on impactful regulatory initiatives.
- Other info: Citi values diversity and offers equal opportunities for all applicants.
- Why this job: Be part of a skilled team, enhance your technical skills, and contribute to cutting-edge financial solutions.
- Qualifications: MSc or PhD in a quantitative field; strong programming skills in Python and C++ required.
The predicted salary is between 43200 - 72000 € per year.
Introduction:
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.
Team/Role Overview:
The Capital Analytics Quant team within MQA plays a pivotal role in ensuring Citi\'s compliance with capital regulations (e.g., SACCR, Resolution) by developing sophisticated quantitative models and tools. You will be part of a dynamic and collaborative environment, working at the intersection of advanced financial mathematics, computer science, and regulatory requirements. This position offers significant exposure to various financial products and close collaboration with trading desks, structurers, and control functions across the firm.
What You\'ll Do:
- 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.
What We\'ll Need From You:
- Proven experience in a comparable quantitative modeling or analytics role, ideally within 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 Can Offer You:
- Impactful Role: Contribute to critical regulatory initiatives related to capital requirements (e.g., SACCR, 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.
If you are a highly motivated Quantitative Analyst with a strong background in financial modeling and programming, eager to contribute to cutting-edge capital analytics, we encourage you to apply.
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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.------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi .
View Citi’s EEO Policy Statement and the Know Your Rights poster.
Quantitative Analyst - Capital Analytics in London employer: Citigroup, Inc.
Citi is an exceptional employer that offers a dynamic and collaborative work environment in the heart of London, where Quantitative Analysts can thrive. With a strong focus on career growth, employees have the opportunity to develop deep expertise in capital analytics while contributing to critical regulatory initiatives. The company fosters a culture of technical excellence and responsible finance, ensuring that team members are well-supported and engaged in meaningful work.
StudySmarter Expert Advice🤫
We think this is how you could land Quantitative Analyst - Capital Analytics in London
✨Tip Number 1
Familiarise yourself with the specific capital regulations mentioned in the job description, such as SACCR and Resolution. Understanding these frameworks will not only help you during interviews but also demonstrate your genuine interest in the role.
✨Tip Number 2
Brush up on your programming skills, particularly in Python and C++. Consider working on personal projects or contributing to open-source projects that involve quantitative analysis. This hands-on experience can be a great talking point during your discussions with the team.
✨Tip Number 3
Network with professionals already working in quantitative roles within financial institutions. Attend industry events or webinars where you can connect with individuals from Citi or similar firms. Building these connections can provide valuable insights and potentially lead to referrals.
✨Tip Number 4
Prepare for technical interviews by practising common quantitative problems and case studies related to financial modelling. Being able to articulate your thought process and problem-solving approach will set you apart from other candidates.
We think you need these skills to ace Quantitative Analyst - Capital Analytics in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV highlights your experience in quantitative modeling and analytics, particularly within the financial sector. Emphasise your technical skills in C++ and Python, as well as any relevant projects or roles that demonstrate your expertise.
Craft a Strong Cover Letter:Write a compelling cover letter that outlines your motivation for applying to Citi's Capital Analytics team. Discuss how your background aligns with the role's requirements and express your enthusiasm for contributing to capital analytics and regulatory initiatives.
Showcase Relevant Skills:In your application, clearly showcase your knowledge of financial products and quantitative methods. Mention specific techniques you are familiar with, such as Monte Carlo Methods and PDE solvers, to demonstrate your technical proficiency.
Proofread Your Application:Before submitting, thoroughly proofread your application materials. Ensure there are no grammatical errors or typos, and that your communication is clear and concise, reflecting the strong written skills the role requires.
How to prepare for a job interview at Citigroup, Inc.
✨Showcase Your Technical Skills
Be prepared to discuss your experience with programming languages, particularly Python and C++. You might be asked to solve a technical problem or explain a project where you applied these skills, so brush up on relevant concepts and be ready to demonstrate your expertise.
✨Understand Financial Products
Make sure you have a solid understanding of various financial products and the quantitative methods used in their analysis. Be ready to discuss how these products relate to capital requirements and regulatory frameworks, as this knowledge is crucial for the role.
✨Prepare for Problem-Solving Questions
Expect to face questions that assess your analytical thinking and problem-solving abilities. Practice explaining your thought process clearly and concisely, as communication skills are essential in this role, especially when collaborating with trading desks and structurers.
✨Demonstrate Your Collaborative Spirit
Since the role involves working closely with various teams, be prepared to discuss examples of past collaborations. Highlight your ability to work in a team environment and how you’ve contributed to achieving common goals, as this will show you’re a good fit for the dynamic culture at Citi.
