Cross-Asset Quantitative Analyst, Vice President
4 weeks ago
Are you looking for a challenging role that will allow you to utilize your analytical skills to drive business growth? Citi's Markets Quantitative Analysis team is seeking a highly skilled Cross-Asset XVA Quantitative Analyst, VP to join our team.
As a member of our team, you will be responsible for creating and supporting analytics for Markets Front Office XVA across multiple asset classes using probability theory, financial mathematics, and numerical techniques. You will also be expected to implement these analytics in C++ and Python, as well as support trading desks and collaborate closely with other MQA teams.
We are looking for a candidate with experience in a comparable quantitative modelling or analytics role in the financial sector, particularly in XVA. You should have knowledge of financial products and related quantitative methods, especially Monte Carlo simulation. Additionally, you should have skill in programming, especially in C++. A clear and concise written and verbal communication skill is also essential.
This role provides the opportunity to work in a small team on fast-moving, high-priority projects. You will solve both technical and practical problems, collaborate with other Markets Quantitative Analysis teams, and interact with IT, Risk and Trading stakeholders.
We offer a competitive base salary, reviewed annually, and a whole host of additional benefits, including a generous holiday allowance, discretionary annual performance-related bonus, private medical insurance packages, employee assistance program, pension plan, paid parental leave, and exclusive discounts for employees, family, and friends.
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.
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