Quantitative Analyst – Capital Analytics, Avp

Citi

London, United Kingdom
Hybrid
Sa-ccr, resolution metrics, gsib indicators
Python and c++ programming
Quantitative model development
The Capital Analytics team develops and maintains the firm’s regulatory capital calculation framework for counterparty credit risk, producing key metrics for global portfolios

Job Summary

  • The Capital Analytics team develops and maintains the firm’s regulatory capital calculation framework for counterparty credit risk, producing key metrics for global portfolios.
  • This role involves developing quantitative models, analytics, and production systems to support Front Office capital transparency and regulatory compliance.
  • Benefits include a competitive salary, 27 days annual leave, performance bonus, private medical care, and a hybrid working model.

Matching Summary

The Capital Analytics team develops and maintains the firm’s regulatory capital calculation framework for counterparty credit risk, producing key metrics for global portfolios.

Skills & Requirements

Must-have

  • SA-CCR, Resolution metrics, GSIB indicators
  • Python and C++ programming
  • Quantitative model development
  • Production system engineering
  • Regulatory capital frameworks

Nice-to-have

  • Financial product knowledge
  • Collaboration with trading desks
  • Risk-reward trade-offs assessment
  • Clear and concise communication

Key Requirements

  • MSc or PhD in quantitative discipline
  • Excellent C++ and/or Python skills
  • Financial product knowledge

Work Rights

Not specified

Tailored Resume

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