Risk Quantitative Analyst - AVP

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Market and Counterparty Risk Data, Analytics, Reporting & Technology (DART) team.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team / Role Overview

DART is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.

We are a diverse group of professionals with backgrounds in physics, engineering, finance, economics, and data science. We work alongside experienced colleagues to further develop our analytical and quantitative skills. Our responsibilities include building models and analytical applications to tackle real-world challenges.

What you’ll do:

• Prepare detailed quantitative modelling and analysis for risk managers and senior management.
• Synthesize and communicate complex risk models and results.
• Conduct statistical analysis, quantitative modelling, and model risk controls.
• Work with Risk Managers, businesses, and tech to design and build models for risk capture and stress testing.
• Research, support, enhance and maintain market risk models; design and develop in-house software for quantitative analysis.
• Develop methodology for quantitative analysis required on various work streams for “Fundamental Review of the Trading Book (FRTB)” implementation within the bank.

What we’ll need from you:

• Educated to postgraduate level or equivalent, with an excellent academic record in a quantitative field (e.g. mathematics, physics, statistics, or financial engineering).
• PhD or equivalent degree is preferred, but not necessary.
• Knowledge of or interest in finance, markets, risk management. Prior experience not required.
• Ability to apply sophisticated mathematical/analytical techniques to solve real-world problems.
• Excellent oral and written communication, strong project management skills and ability to confidently interact with stakeholders at all levels are required.
• Proficient in Python, SQL, Unix/Linux environment.

What we can offer you:

This role provides the opportunity to work in a challenging area of the financial industry with one of the world's leading companies, with exposure to variety of products and techniques. You will solve both technical and practical problems, collaborate with other Risk Quantitative Analysis teams and interact with Risk Management, IT and Front Office stakeholders.

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 such as: 

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
• A discretional annual performance related bonus 
• Private medical insurance packages to suit your personal circumstances
• Employee Assistance Program  
• Pension Plan 
• Paid Parental Leave 
• Special discounts for employees, family, and friends 
• Access to an array of learning and development resources.

Alongside these benefits 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. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities. 

#LI-TM3

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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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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