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For Companies At a Glance
- Tasks: Create and support cross-asset quantitative analytics for capital requirements in a dynamic financial environment.
- Company: Join Citi, a leading global financial institution with a collaborative culture.
- Benefits: Competitive salary, career growth opportunities, and a chance to make a real impact.
- Why this job: Work at the forefront of finance, using advanced maths and programming to shape capital analytics.
- Qualifications: Experience in quantitative modelling, strong skills in Python/C++, and a relevant MSc or PhD.
- Other info: Be part of a skilled team in London, contributing to critical regulatory initiatives.
The predicted salary is between 43200 - 72000 £ per year.
Overview
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 cross-asset quantitative analytics related to capital requirements for the Markets Front Office. 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.
Responsibilities
- 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.
- 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.
Qualifications
- 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.
Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you\’ll have the opportunity to grow your career, give back to your community and make a real impact.
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Quantitative Analyst - Capital Analytics employer: Citigroup Inc.
Contact Detail:
Citigroup Inc. Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Analyst - Capital Analytics
✨Network Like a Pro
Get out there and connect with people in the industry! Attend meetups, webinars, or even just grab a coffee with someone who works at Citi. Building relationships can open doors that a CV just can't.
✨Show Off Your Skills
When you get the chance to chat with recruiters or during interviews, make sure to highlight your technical skills in Python and C++. Share specific examples of projects you've worked on that relate to quantitative analytics. We want to see your expertise shine!
✨Prepare for Technical Questions
Brush up on your knowledge of financial products and quantitative methods. Expect questions about Monte Carlo simulations and PDE solvers. Practising these concepts will help you feel more confident and ready to impress during the interview.
✨Apply Through Our Website
Don't forget to apply directly through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you're genuinely interested in joining our team at Citi.
We think you need these skills to ace Quantitative Analyst - Capital Analytics
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Analyst role. Highlight your experience with quantitative modelling, programming skills in Python and C++, and any relevant financial product knowledge. We want to see how your background aligns with what we're looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about capital analytics and how your skills can contribute to our team. Keep it concise but impactful – we love a good story that showcases your journey.
Showcase Your Technical Skills: Don’t forget to highlight your technical expertise! Mention specific projects or experiences where you’ve used advanced mathematical methods or programming languages. We’re keen on seeing how you’ve applied your skills in real-world scenarios.
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It’s the best way for us to receive your application directly and ensures you don’t miss out on any important updates from our team!
How to prepare for a job interview at Citigroup Inc.
✨Know Your Quantitative Stuff
Brush up on your quantitative modelling skills and be ready to discuss specific techniques like Monte Carlo Methods and PDE solvers. Make sure you can explain how you've applied these methods in past roles, as this will show your practical experience.
✨Show Off Your Programming Skills
Since the role requires proficiency in Python and C++, be prepared to talk about your coding experience. You might even be asked to solve a problem on the spot, so practice coding challenges beforehand to keep your skills sharp.
✨Understand the Financial Landscape
Familiarise yourself with capital requirements and regulations like SACCR and Resolution. Being able to discuss how these impact the Markets Front Office will demonstrate your industry knowledge and readiness for the role.
✨Communicate Clearly
Strong communication skills are key, especially when collaborating with trading desks and structurers. Practice explaining complex concepts in simple terms, as this will help you stand out during the interview.
