XVA Rates Quantitative Analyst

2 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 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 riskmanagement
  • 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 ) .
View the "EEO is the Law ) " poster. View the EEO is the Law Supplement \EEO\Supplement\Final\JRF\QA\) .
View the EEO Policy Statement \aa\) .
View the Pay Transparency Posting \)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

  • XVA Analyst

    9 hours ago

    London, Greater London, United Kingdom X4 Technology Full time

    XVA Analyst Job DescriptionCompany OverviewX4 Technology is a leading provider of technology solutions to the financial services industry. We are seeking an experienced XVA Analyst to join our team on a day-rate contract basis.Job SummaryWe are looking for a highly skilled XVA Analyst to work with our clients on a day-rate contract basis. The successful...

  • XVA Analyst

    6 hours ago

    London, Greater London, United Kingdom X4 Technology Full time

    XVA Analyst Job DescriptionCompany OverviewX4 Technology is a leading provider of technology solutions to the financial services industry. We are seeking an experienced XVA Analyst to join our team on a day-rate contract basis.Job SummaryWe are looking for a highly skilled XVA Analyst to work with our clients on a day-rate contract basis. The successful...

  • XVA Analyst

    10 hours ago

    London, Greater London, United Kingdom X4 Technology Full time

    About the RoleX4 Technology is seeking an experienced XVA Analyst to join a leading Financial Services firm on a day-rate contract basis, working outside IR35. As an XVA Analyst, you will be responsible for collaborating with IT, Risk, and Quants/Analysts to define technical requirements across data mapping, indices analysis, historical Vols, correlations,...

  • XVA Analyst

    7 hours ago

    London, Greater London, United Kingdom X4 Technology Full time

    About the RoleX4 Technology is seeking an experienced XVA Analyst to join a leading Financial Services firm on a day-rate contract basis, working outside IR35. As an XVA Analyst, you will be responsible for collaborating with IT, Risk, and Quants/Analysts to define technical requirements across data mapping, indices analysis, historical Vols, correlations,...

  • XVA Pricing Analyst

    3 weeks ago

    London, Greater London, United Kingdom Redstone Search Group Full time

    Company OverviewRedstone Search Group specializes in providing comprehensive search solutions tailored to the global commodities sector. Our extensive network includes Trading Houses, Producers, Majors, Utilities, Merchants, Hedge Funds, Investment Banks, and Brokerages, enabling us to deliver a competitive advantage in today's dynamic market...

  • XVA Analyst

    2 days ago

    London, Greater London, United Kingdom X4 Technology Full time

    Job Summary: X4 Technology is seeking an experienced XVA Analyst to join a leading Financial Services firm on a day-rate contract basis, working outside IR35.About the Role: As an XVA Analyst, you will work with IT, Risk, and Quants/Analysts to define technical requirements across data mapping, indices analysis, historical Vols, correlations, pricing grids,...

  • XVA Analyst

    2 days ago

    London, Greater London, United Kingdom X4 Technology Full time

    Job Summary: X4 Technology is seeking an experienced XVA Analyst to join a leading Financial Services firm on a day-rate contract basis, working outside IR35.About the Role: As an XVA Analyst, you will work with IT, Risk, and Quants/Analysts to define technical requirements across data mapping, indices analysis, historical Vols, correlations, pricing grids,...

  • Commodity XVA Pricing Analyst

    3 weeks ago

    London, Greater London, United Kingdom Redstone Search Group Full time

    Company OverviewRedstone Search Group is dedicated to providing comprehensive search solutions tailored to the global commodities sector. Our extensive network encompasses Trading Houses, Producers, Major Corporations, Utilities, Merchants, Hedge Funds, Investment Banks, and Brokerage Firms, enabling us to deliver a competitive advantage in today's dynamic...

  • Front Office Quantitative Analyst

    12 hours ago

    London, Greater London, United Kingdom Millar Associates Full time

    Millar Associates Seeks Experienced Quantitative AnalystMillar Associates, a leading global investment bank, is seeking an experienced quantitative analyst to join our front office pricing group. This is an excellent opportunity for a skilled quantitative professional to work on challenging projects and collaborate closely with our business teams.Key...

  • Front Office Quantitative Analyst

    9 hours ago

    London, Greater London, United Kingdom Millar Associates Full time

    Millar Associates Seeks Experienced Quantitative AnalystMillar Associates, a leading global investment bank, is seeking an experienced quantitative analyst to join our front office pricing group. This is an excellent opportunity for a skilled quantitative professional to work on challenging projects and collaborate closely with our business teams.Key...

  • XVA Trading Specialist

    3 weeks ago

    London, Greater London, United Kingdom Redstone Search Group Full time

    Company OverviewRedstone Search Group specializes in delivering comprehensive search solutions tailored to the global commodities sector. Our extensive network includes Trading Houses, Producers, Majors, Utilities, Merchants, Hedge Funds, Investment Banks, and Brokerages, providing you with a competitive advantage in today’s dynamic market.Position...

  • Senior XVA Trader

    3 weeks ago

    London, Greater London, United Kingdom Redstone Search Group Full time

    Company OverviewRedstone Search Group specializes in delivering comprehensive search solutions tailored to the global commodities sector. Our extensive network encompasses Trading Houses, Producers, Major Corporations, Utilities, Merchants, Hedge Funds, Investment Banks, and Brokerage Firms, providing you with a distinct advantage in the current market...

  • Quantitative Analyst

    4 days ago

    London, Greater London, United Kingdom Selby Jennings Full time

    Job Summary:Selby Jennings is seeking a highly skilled Quantitative Analyst to join our team in London. As a Quantitative Analyst - Interest Rates, you will be responsible for developing pricing models and hedging analytics for interest rate derivatives.Key Responsibilities:Develop and implement pricing models for interest rate derivativesDesign and...

  • Quantitative Analyst

    3 days ago

    London, Greater London, United Kingdom Selby Jennings Full time

    Job Summary:Selby Jennings is seeking a highly skilled Quantitative Analyst to join our team in London. As a Quantitative Analyst - Interest Rates, you will be responsible for developing pricing models and hedging analytics for interest rate derivatives.Key Responsibilities:Develop and implement pricing models for interest rate derivativesDesign and...

  • Quantitative Analyst

    5 days ago

    London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time

    Job Summary:We are seeking an experienced Quantitative Analyst to join our Front Office CVA trading team in London. As a key member of our team, you will be responsible for supporting our global CVA trading business with challenging quantitative projects.About the Role:Support the development and implementation of quantitative models and strategies for CVA...

  • Quantitative Analyst

    1 day ago

    London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time

    Job Summary:We are seeking an experienced Quantitative Analyst to join our Front Office CVA Trading team in London. As a key member of our team, you will be responsible for supporting our global CVA trading business with challenging quantitative projects.About the Role:Support the development and implementation of quantitative models and strategies for CVA...

  • Quantitative Analyst

    1 day ago

    London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time

    Job Summary:We are seeking an experienced Quantitative Analyst to join our Front Office CVA Trading team in London. As a key member of our team, you will be responsible for supporting our global CVA trading business with challenging quantitative projects.About the Role:Support the development and implementation of quantitative models and strategies for CVA...

  • Senior XVA Strategist

    3 weeks ago

    London, Greater London, United Kingdom Eton Clarke Full time

    Key ResponsibilitiesPortfolio Management and Optimization: Oversee the trading and hedging strategies for XVA across various asset classes including interest rates, bonds, inflation swaps, FX, CDS, and options. Ensure adherence to internal risk parameters and regulatory standards. Leadership and Strategy Development: Enhance the infrastructure for XVA...

  • Quantitative Risk Analyst

    2 days ago

    London, Greater London, United Kingdom Cititec Talent Full time

    Job Title: Senior Quantitative Risk Analyst/DeveloperCompany Overview: Cititec Talent is seeking a highly skilled Senior Quantitative Risk Analyst/Developer to join our team. Our client is a global leader in the energy and commodities markets, providing innovative solutions to help clients navigate complex markets and maximize revenues while minimizing...

  • Quantitative Risk Analyst

    2 days ago

    London, Greater London, United Kingdom Cititec Talent Full time

    Job Title: Senior Quantitative Risk Analyst/DeveloperCompany Overview: Cititec Talent is seeking a highly skilled Senior Quantitative Risk Analyst/Developer to join our team. Our client is a global leader in the energy and commodities markets, providing innovative solutions to help clients navigate complex markets and maximize revenues while minimizing...