Job Description
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, problem solving and communication to Citi’s XVA Rates Team.
By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
What you’ll do
- Develop analytics libraries used for pricing and risk-management.
- Collaborate closely with quantitative development colleagues.
- Create, 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, C++ including STL, object oriented software design, Python, mathematical finance/ programming and statistics and probability.
- Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers.
- Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
- Appropriately 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 reputation.
- Be 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 same.
- Adhere to all policies and procedures as defined by your role which will be communicated to you.
- Appropriately 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 judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.
What we’ll need from you
- Experience in a comparable quantitative modelling, development or analytics role, ideally in the financial sector.
- Must have strong technical/programming skills; C++/python, 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 principles.
- Must also possess any level of product knowledge, Investments and Quantitative Methods.
- Consistently demonstrates clear and concise written and verbal communication skills.
What we can offer you
We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.
By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:
- Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
- A discretional annual performance related bonus.
- Private medical insurance packages to suit your personal circumstances.
- Employee Assistance Program.
- Pension Plan.
- Paid Parental Leave.
- Special discounts for employees, family, and friends.
- Access to an array of learning and development resources.
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
Job Family Group:
Institutional Trading
Job Family:
Quantitative Analysis
Time Type:
Full time
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. 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 .
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