Current jobs related to Quantitative Stress Testing Analyst - London, Greater London - Citi

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    About the RoleWe are seeking a highly skilled Quantitative Analyst - Stress Testing to join our Enterprise Risk Management team. This individual will be responsible for analysing ICAAP results, preparing decks for senior committees, and developing models using Python.ResponsibilitiesAnalysing ICAAP results and providing commentary on key drivers.Preparing...

  • Quantitative Analyst

    5 days ago

    London, Greater London, United Kingdom caia - Jobboard Full time

    Job OverviewThe Quantitative Analyst - Risk Management will be responsible for analyzing and challenging risk-taking activities while engaging effectively with the first line of defense. This involves using a suite of risk measures, proactive application of expert judgement, and limit setting to ensure the firm's market risks are effectively managed and...

  • Quantitative Analyst

    5 days ago

    London, Greater London, United Kingdom Winton Full time

    Winton is seeking a highly skilled Quantitative Analyst to join their Investment Management & Research department.As a Quantitative Analyst, you will be responsible for partnering with portfolio managers, researchers, and software developers to understand requirements and deliver solutions. Your key responsibilities will include:Developing back testing...

  • Quantitative Analyst for Model Evaluation

    3 days ago

    London, Greater London, United Kingdom The FISER Group Full time

    Job DescriptionThe FISER Group is seeking a qualified Quantitative Analyst for Model Evaluation. This role involves evaluating the accuracy and effectiveness of Internal Ratings-Based (IRB) models used by the company.About the Job:Conduct thorough reviews of IRB models to identify potential risks and limitations.Develop and implement effective testing...

  • Actuarial Quantitative Analyst

    1 week ago

    London, Greater London, United Kingdom The Emerald Group Full time

    The Emerald Group is a leading company in the actuarial field, and we are seeking a highly skilled Actuarial Quantitative Analyst to join our team.About the RoleWe are looking for an experienced Actuarial Quantitative Analyst to work closely with key stakeholders around the company. The ideal candidate will have a strong background in actuarial science and...

  • Senior Quantitative Risk Analyst

    4 weeks ago

    London, Greater London, United Kingdom Investigo Full time

    Job Description:We are seeking a Senior Quantitative Risk Analyst to join our team at Investigo, specializing in metals market risk assessment. In this role, you will develop and implement advanced quantitative models to evaluate potential risks associated with metals trading.Key Responsibilities:Develop and maintain complex quantitative models for market...

  • Stress Testing Lead

    4 weeks ago

    London, Greater London, United Kingdom Just Group plc Full time

    Job DescriptionPurpose:To oversee stress and scenario testing across the Group to enable effective monitoring of risk exposure and support strategic decision making.Key Accountabilities:Lead the development of methodologies, tools, and processes for robust, flexible, and timely stress and scenario testing.Engage with senior management and the Board to ensure...

  • Quantitative Risk Specialist Senior Lead

    3 weeks ago

    London, Greater London, United Kingdom Investigo Full time

    Senior Risk Management Role at InvestigoWe are looking for a seasoned Quantitative Risk Analyst to lead our market risk management team. The ideal candidate will have a strong background in metals markets and a proven track record of identifying and mitigating market risks.Job Description:Develop and maintain quantitative models for market risk assessment,...

  • Senior Options Market Making Quantitative Analyst

    4 weeks ago

    London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    Quantitative Talent Ltd is a leading provider of quantitative trading solutions, and we are seeking a highly skilled Brazil Options Market Making Quantitative Trader to join our team in London. The successful candidate will design, implement, and integrate options market making models into our production environment, conduct in-depth analysis of options data...

  • Quantitative Brazil Options Trader Expertise Developer

    4 weeks ago

    London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    Job Description:As a Senior Options Market Making Quantitative Analyst at Quantitative Talent Ltd, you will play a critical role in developing and deploying innovative algorithmic trading strategies focused on options market making in the Brazilian market.Your primary responsibilities will include designing, implementing, and integrating options market...

  • Stress Testing Expert

    5 days ago

    London, Greater London, United Kingdom J.P. Morgan Full time

    About J.P. MorganJ.P. Morgan is a leading global financial services firm that provides a wide range of investment banking, asset management, private banking, and commercial banking services.We are committed to delivering exceptional client service and creating long-term value for our clients, shareholders, and employees.About the RoleWe are seeking a highly...

  • Quantitative Analyst

    3 days ago

    London, Greater London, United Kingdom Space Executive Full time

    Quantitative AnalystOverviewSpace Executive is seeking a skilled Quantitative Analyst to join our product and technology team. As a Quantitative Analyst, you will play a critical role in providing data-driven insights to inform business decisions.ResponsibilitiesAnalyze complex data sets to identify trends and patterns.Develop and maintain predictive models...

  • Quantitative Researcher

    4 weeks ago

    London, Greater London, United Kingdom Quantitative Talent Ltd Full time

    About UsAt Quantitative Talent Ltd, we are passionate about pushing the boundaries of quantitative trading. Our team of experts is dedicated to developing and deploying cutting-edge trading strategies that deliver exceptional results.Salary DetailsThe estimated salary for this position is around £60,000 per annum, which is highly competitive and reflects...

  • Quantitative Risk Management Specialist

    3 days ago

    London, Greater London, United Kingdom MillTechFX by Millennium Global Full time

    Job Description:We are looking for a skilled Risk Analyst to join MTCFX by Millennium Global. As a member of our team, you will play a crucial role in developing our Market Risk, Portfolio Risk, Credit Risk, and Operational Risk analysis capability.Estimated Salary:$130,000 - $190,000 per yearAbout You:We are seeking a highly motivated and detail-oriented...

  • Quantitative Analyst

    1 week ago

    London, Greater London, United Kingdom The Oyster Partnership Full time

    Quantitative Analyst Position in LondonWe are seeking an experienced Quantitative Analyst to join our team at The Oyster Partnership. As a Quantitative Analyst, you will play a crucial role in analyzing data and providing insights to inform business decisions. Your key responsibilities will include developing complex models, analyzing data, and presenting...

  • Quantitative Portfolio Strategist

    1 month ago

    London, Greater London, United Kingdom Delta Executive Search Full time

    Job Opportunity:Senior Quantitative AnalystDelta Executive Search is looking for a skilled Senior Quantitative Analyst to join our team. We are seeking an individual with expertise in developing quantitative tools to optimize portfolio strategic and tactical asset allocation using a factor-based approach.Key Responsibilities:Conduct quantitative research and...

  • Senior Quantitative Analyst

    1 week ago

    London, Greater London, United Kingdom The Emerald Group Full time

    The Emerald Group is seeking a highly skilled Senior Quantitative Analyst to join our team in London. This role offers a competitive salary of £80,000 - £120,000 per annum, depending on experience.As a Senior Quantitative Analyst, you will be responsible for technical modeling and financial analysis for a range of UK and international reinsurers and...

  • Quantitative Analyst

    3 weeks ago

    London, Greater London, United Kingdom Citigroup Inc. Full time

    Citigroup Inc. is seeking a talented Quantitative Analyst to join its European Credit Algorithmic Market Making Business.Key Responsibilities:Design and implement market making algorithms and automated-response systems for Single Line Bond Request for Quotes (RFQs), Automated Market Making, Portfolio Trading, Fixed Income ETF Market Making Credit and Rates,...

  • Quantitative Analyst

    2 days ago

    London, Greater London, United Kingdom Oxford Knight Full time

    Oxford Knight is seeking a skilled Quantitative Analyst to develop and implement complex financial models that drive investment decisions. With a strong foundation in Python and C++, the successful candidate will design and optimize algorithms to analyze and optimize investment strategies.Key ResponsibilitiesDesign and implement quantitative models to inform...

  • Quantitative Financial Analyst

    3 days ago

    London, Greater London, United Kingdom Inventum Group Full time

    Job DescriptionA leading investment bank is seeking an experienced Market and Credit Risk Analyst with a focus on quant analysis. This permanent role offers an exciting opportunity to contribute to the bank's risk management framework.About the RoleThe successful candidate will be responsible for developing, implementing, and maintaining market risk models,...

Quantitative Stress Testing Analyst

2 months ago

London, Greater London, United Kingdom Citi Full time
Job Title: Stress Testing Quantitative Analyst

Citi is seeking a highly skilled Stress Testing Quantitative Analyst to join our Enterprise Risk Management team. As a key member of our team, you will be responsible for providing model sponsor support activities, defining methodology assumptions, developing models, and supporting the Chief Risk Officer in assessing stress testing results.

Key Responsibilities:

  • Analyzing ICAAP results and providing commentary on key drivers, as well as preparing decks for senior committees where ICAAP results are discussed and approved.
  • Developing and implementing models for stress testing, including writing code in Python and submitting documentation with testing to Citi Model Risk Management.
  • Contributing to activities required to enhance models developed for the CGML ICAAP, including liaising with Model Sponsor and Reporting teams to analyze data and modeling assumptions.
  • Designing, implementing, and monitoring ICAAP controls, as well as automating data controls in Python, for the models used in the CGML ICAAP.
  • Ensuring that all models developed by the team are compliant with the Citi Model Risk Management Policy and that all subsequent lifecycle activities are completed within timelines set up by Citi Model Validation team.

Requirements:

  • Excellent academic background, including an advanced degree in a quantitative discipline, such as economics, finance, statistics/mathematics, sciences, or engineering.
  • Solid experience in the financial services sector, in roles requiring excellent problem-solving analytical capabilities, particularly in the context of ICAAP.
  • Experience in model development is strongly preferred, including experience in Market Risk modeling, VaR, and Monte Carlo Simulation, as well as experience in Counterparty Credit Risk, CVA, and exposure profile modeling.
  • Very good programming skills in at least one programming language, with Python being a strong preference.
  • Familiarity with PRA regulatory guidance around financial stress testing principles and methodologies is strongly preferred.
  • Organizational skills and the ability to handle multiple projects simultaneously, as well as the ability to build relationships confidently at all levels.
  • Good knowledge of topics related to Model Development Lifecycle and Model Risk Management.
  • Motivated, with the ability to work both independently and collaboratively.
  • Logical and thoughtful approach to work, with the ability to perform well under pressure and meet tight deadlines.
  • Ability to deliver high-quality results, with a challenging but positive influencing style.

What We Offer:

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. As a Stress Testing Quantitative Analyst, you will have the opportunity to work on a wide range of strategic and analytical topics within capital planning and stress testing frameworks. You will also have the opportunity to interact with a wide team of quantitative risk analysts, risk management professionals, and senior management across multiple geographies and businesses, and in doing so, gain an expansive view of the firm. 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, including generous holiday allowance, discretionary annual performance-related bonus, private medical insurance packages, employee assistance program, pension plan, paid parental leave, special discounts for employees, family, and friends, and access to an array of learning and development resources.