Quantitative Analyst – Capital Analytics, Vp

Citi Handlowy

London, United Kingdom
Competitive base salary (annually reviewed); discr...
Hybrid
Python programming skills
C++ programming expertise
Regulatory capital frameworks
The role involves designing and maintaining cross-asset quantitative analytics supporting regulatory capital frameworks for the Markets Front Office

Job Summary

  • The role involves designing and maintaining cross-asset quantitative analytics supporting regulatory capital frameworks for the Markets Front Office.
  • Candidates will engineer and optimize capital computation engines to ensure robustness and scalability across daily global regulatory runs.
  • The position offers a competitive base salary with annual reviews, 27 days of annual leave, and access to extensive learning resources.

Matching Summary

The role involves designing and maintaining cross-asset quantitative analytics supporting regulatory capital frameworks for the Markets Front Office.

Salary

Competitive base salary (annually reviewed); Discretionary annual performance related bonus; Benefits include private medical care, pension plan, and 27 days annual leave

Skills & Requirements

Must-have

  • Python programming skills
  • C++ programming expertise
  • Regulatory capital frameworks
  • SA-CCR calculation experience
  • G-SIB indicator analysis

Nice-to-have

  • Strong communication skills
  • Collaborative team environment
  • Prudent risk management culture

Key Requirements

  • MSc or PhD in quantitative discipline
  • Prior experience in financial sector modeling
  • Production-quality code development ability

Work Rights

Not specified

Tailored Resume

Cover Letter