Derivatives Modeling Expert
3 days ago
Company Overview
Citigroup Global Markets Limited is a leading global financial institution that offers a wide range of financial services to its clients. As a Quantitative Analyst, you will be part of the Equity Quantitative Analysis Team, which is responsible for developing and implementing mathematical models to analyze and manage risk in the equity derivatives market.
Salary
We offer a highly competitive salary, with an estimated annual compensation of £100,000 - £150,000, depending on experience. In addition to your base salary, you will also receive a discretionary performance-related bonus.
Job Description
As a Quantitative Analyst, you will be responsible for implementing and improving our analytic pricing library and risk models. You will work closely with the trading, structuring, and sales teams to ensure that our models are accurate and reliable. You will also collaborate with the Exotics Derivative Quant team and the Equity Quant team overall to develop new analytics and improve existing ones.
Required Skills and Qualifications
To succeed in this role, you will need to have a strong background in analytical critical thinking skills, as well as the ability to communicate advanced concepts in a concise and logical way. You should have a master's or Ph.D. degree in Mathematics, Physics, Engineering, or Computer Science, or equivalent qualification. Strong technical and programming skills in C++, Python, and SQL are also essential.
Benefits
We offer a comprehensive benefits package, including a generous holiday allowance, private medical insurance packages, an employee assistance program, pension plan, paid parental leave, and exclusive discounts for employees and their families.
Others
Citi is an equal opportunity employer and welcomes applications from diverse candidates. We are committed to creating an inclusive workplace where everyone feels comfortable coming to work as their whole self every day.
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