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Cross-asset XVA Quantitative Analyst, Director

4 months ago


London, Greater London, United Kingdom Citigroup Full time

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in mathematics, coding, problem solving and communication to Citi's XVA (X-Value Adjustment) Quant 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.

Team/Role Overview

The team works on providing analytics and expertise to the Markets business to enable calculations and risk management of XVA exposures.

We collaborate closely with traders, risk management and other partners.
What you will do

  • Work in close partnership with quant colleagues along with collaborating closely with Traders, Structurers, and technology professionals.
  • Communicating with senior stakeholders across Markets Quants and the Sales and Trading teams.
  • Ensuring the success of strategic projects
  • Providing and supporting the development of tools across the XVA team
  • Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
  • 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 will need from you

  • This is not an entry level position, prior experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.
  • Strong analytical skills
  • XVA and coding experience
  • Proven experience of working and communicating with senior stakeholders
  • Must also have level of product knowledge, Investments and Quantitative Methods
  • Consistently show clear and concise written and verbal communication skills.
  • Master's degree/ PhD in a relevant subject
What we can offer you

This is a role that will offer you the opportunity to contribute to improvements in Citi's XVA infrastructure, develop new tools, and drive change.

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 (reviewed annually), and enjoy a whole host of added 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
  • Exclusive 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

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