Quantitative Analyst, Equity Derivatives Exotics, AVP

2 weeks ago

London, United Kingdom Citigroup Global Markets Limited 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 programming skills to Citi's Equity Quantitative Analysis Team.

By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by
responsibly providing financial services that enable growth and economic progress.

The Derivative Quant Team operates within the Equity Quantitative Analysis (EQA) division to support the growing Equity Exotics franchise.

Within this space, the Equity Exotics Quant team assists the Exotics business with the development and risk management of equity derivative products.

What you will do:
  • Implement and continuously improve our analytic pricing library and risk models.
  • Implement new analytics to support Equity Exotics business activities.
  • Collaborate within the Exotics Derivative Quant team and Equity Quant team overall.
  • Take ownership of assigned project and deliver adequate solution within timelines.
  • Provide clear communication on quantitative solution and project status to all stakeholders.
  • Work closely with trading, structuring and sales team to ensure adequacy to business need.


What we will need from you:
  • A background demonstrating strong analytical critical thinking skills.
  • An ability to communicate advanced concepts in a concise and logical way, strong interpersonal and communication skills (verbal and writing).
  • Strong financial knowledge in equity and/or other asset classes.
  • Strong technical and programming skills: C++, Python, SQL.
  • Ability to work in a demanding environment. Comfortable with working on projects with hard deadlines.
  • Master's or Ph. D degree in Mathematics/Physics/Engineering/Computer Science or equivalent qualification.


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
  • 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.

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.

View the EEO Policy Statement.

View the Pay Transparency Posting

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