Commodities XVA Quantitative Analyst, AVP

2 weeks ago

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

We are seeking a highly skilled Commodities XVA Quantitative Analyst to join our team in London. As a key member of our Commodities Markets Quantitative Analysis team, you will play a critical role in supporting the Commodities XVA Trading Desk.

Key Responsibilities
  • Develop and maintain advanced analytics libraries for pricing and risk management.
  • Design and implement quantitative models for the trading business, leveraging a wide range of mathematical and computer science techniques.
  • Collaborate closely with traders, sales, structurers, and technology professionals to drive business growth and innovation.
  • Work closely with control functions, including Legal, Compliance, Market and Credit Risk, Audit, and Finance, to ensure effective governance and control infrastructure.
  • Build a culture of responsible finance, good governance, and supervision, with a focus on expense discipline and ethics.
  • Assess risk and reward of transactions, ensuring that all team members understand the importance of responsible decision-making.
  • Adhere to Citi's Code of Conduct and Plan of Supervision for Global Markets and Securities Services.
Requirements
  • Comparable experience in a quantitative modeling or analytics role, ideally in the financial sector.
  • Strong technical and programming skills, with expertise in C++, Python, and market data analysis.
  • Ability to use probability theory to evaluate complex financial instruments and design numerical schemes for analysis.
  • Familiarity with quantitative methods and Commodities markets is preferred.
  • Excellent written and verbal communication skills.
  • Masters or PhD degree in a relevant field.
What We Offer

We offer a competitive base salary, annual performance-related bonus, and a range of benefits, including private medical insurance, employee assistance program, pension plan, paid parental leave, and special discounts for employees and their families.

We are committed to creating a workplace where everyone feels comfortable coming to work as their whole self every day. We want the best talent from around the world to be energized to join us, motivated to stay, and empowered to thrive.

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