Quantitative Analyst - VP - Remote

Overview

Join Citi’s Markets Quantitative Analysis team to tackle complex financial problems and support trading desks with innovative analytics.

In Short

• Work on XVA functionality across multiple asset classes.
• Create and support analytics using probability theory and financial mathematics.
• Implement analytics in C++ and Python.
• Collaborate with other MQA teams and control functions.
• Assess risk/reward of transactions.
• Experience in a quantitative modelling role is required.
• XVA-related experience is a plus.
• Strong communication skills are essential.
• MSc or PhD in a quantitative subject is preferred.
• Enjoy a hybrid working model with competitive benefits.

Requirements

• Experience in quantitative modelling in the financial sector.
• Knowledge of financial products and quantitative methods.
• Proficiency in C++ programming.
• Clear written and verbal communication skills.
• MSc or PhD in a quantitative field.

Benefits

• Generous holiday allowance starting at 27 days.
• Discretional annual performance-related bonus.
• Private medical insurance packages.
• Pension Plan and Paid Parental Leave.
• Exclusive discounts for employees and their families.
• Access to learning and development resources.