London, England, United Kingdom · Hybrid
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, problem solving and communication to Citi XVA and OCM desks. By Joining Citi, you w…
Skills: C++, Python, Quantitative Modelling, XVA, CVA
Citrus Heights, California, United States · On-site
$58k–$81k/yr
The Personal Banker SAFE Act is an entry level position responsible for the assistance in the execution of sales, products or service activities in coordination with the customer service team. The overall objective of th…
Skills: Sales, Customer Service, Relationship Management, Cross-selling, Credit Analysis
Plaza, North Dakota, United States · On-site
$250k–$275k/yr
The Banker is a senior level position responsible for assisting clients in raising funds in the capital markets, as well as in providing strategic advisory services for mergers, acquisitions and other types of financial …
Skills: Capital Markets, Strategic Advisory, Mergers & Acquisitions, Fund Raising, Due Diligence
Kowloon City, Kowloon, Hong Kong S.A.R. · Hybrid
The Senior Lead Counsel I is a senior level position responsible for providing legal guidance and thought leadership to the business. The overall objective of this role is to provide legal support, advice, and guidance t…
Skills: Legal Counsel, Financial Services Law, Banking Regulations, ISDA Master Agreement, Global Master Repurchase Agreement
Ciudad de México, Mexico · On-site
El ejecutivo 1 personal de sucursal es un puesto de nivel inicial responsable de asistir en la ejecución de ventas, productos o actividades de servicio en coordinación con el equipo de servicio al cliente. El objetivo ge…
Skills: Financial Product Sales, Customer Acquisition, Customer Retention, Risk Assessment, Written Communication
O’Fallon, Missouri, United States · Hybrid
$73k–$109k/yr
The Ops Sup Manager is an intermediate management level position responsible for providing full leadership and direction to a team of employees in an effort to provide operations support services in coordination with the…
Skills: Team Management, Business Requirements Analysis, Test Plan Development, Discrepancy Resolution, Resource Planning
El Cerrito, California, United States · On-site
$45k–$58k/yr
The Head Teller is an entry-level position responsible for executing day-to-day banking activities, including the delivery of client-facing services and processing transactions, in coordination with the Customer Service …
Skills: Banking Transactions, Cash Management, Customer Service, Leadership, Problem Solving
Mumbai, Maharashtra, India · Hybrid
Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most g…
Skills: Analytical Thinking, Credible Challenge, Financial Analysis, Governance, Policy and Regulation
Belfast, Northern Ireland, United Kingdom · Hybrid
Join Citi, a global financial institution committed to serving as a trusted partner to our clients by providing financial services that foster growth and economic progress. We are seeking a detail-oriented and analytical…
Skills: Analytical Skills, Ms Excel, Attention To Detail, Communication Skills, Diplomacy
Hong Kong, Hong Kong Island, Hong Kong S.A.R. · Hybrid
Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most g…
Skills: Business Development, Cross Divisional Collaboration, Client Relationship Management, Strategic Planning, Financial Analysis
Pune, Maharashtra, India · Hybrid
Utilize knowledge of applications development procedures and concepts, and basic knowledge of other technical areas to identify and define necessary system enhancements, including using script tools and analyzing/interpr…
Skills: Core Java, Spring, Object-Oriented Programming, Multithreading, Concurrency Patterns
Pune, Maharashtra, India · Hybrid
Key Responsibilities: Solution Design and Development: Design, build, and configure applications using PEGA's low-code/no-code capabilities, including flows, UI (sections, harnesses), activities, data models, and integra…
Skills: Pega Platform, Pega PRPC, Pega Cosmos, SQL, REST
Shanghai, Shanghai, China · On-site
CCB FX Specialist is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Typically a small number of people within the business that pr…
Skills: Sales Support, RFP/RFI/DDQ Responses, Pitchbook Creation, Project Management, Microsoft Excel
Mumbai, Maharashtra, India · Hybrid
The Financial Planning and Analysis Intermediate Analyst is an intermediate level position responsible for providing management with an analysis and insight of Citi’s financial results in coordination with the broader Fi…
Skills: Budgeting, Business Acumen, Data Analysis, Digital Skills, Financial Analysis
India · Hybrid
The Ops Support Specialist position responsible for providing operations support services, including but not limited to; record/documentation maintenance, storage & retrieval of records, account maintenance, imaging and …
Skills: Automation Testing, Data Analysis, Data Management, Manual Testing, Operational Process Improvements
Warsaw, Masovian Voivodeship, Poland · Hybrid
$120k–$190k/yr
The Billing Operations Intermediate Analyst is a developing professional role which integrates in-depth specialty knowledge with a solid understanding of industry standards and practices; demonstrates good understanding …
Skills: Invoice Processing, Data Analysis, US GAAP, Problem Solving, Quantitative Analysis
Mumbai, Maharashtra, India · On-site
The Banking Support Analyst plays a critical role in providing comprehensive support to the Banking team by assisting with a variety of functions essential for informed decision-making and operational efficiency. The Ban…
Skills: Data Gathering, Financial Analysis, Microsoft Excel, Microsoft PowerPoint, Microsoft Word
Los Angeles, California, United States · On-site
$94k–$141k/yr
The Business Banker is responsible for proactively sourcing, acquiring, expanding, and retaining customer relationships by maximizing sales opportunities in an assigned Area, growing and retaining a book of business, and…
Skills: Business Development, Credit Structuring, Relationship Management, Financial Analysis, Sales Planning
Huntington, New York, United States · On-site
$99k–$148k/yr
The Business Banker is responsible for proactively sourcing, acquiring, expanding, and retaining customer relationships by maximizing sales opportunities in an assigned Area, growing and retaining a book of business, and…
Skills: Business Development, Credit Structuring, Relationship Management, Financial Analysis, Sales Planning
New York, New York, United States · On-site
$99k–$148k/yr
The Business Banker is responsible for proactively sourcing, acquiring, expanding, and retaining customer relationships by maximizing sales opportunities in an assigned Area, growing and retaining a book of business, and…
Skills: Business Development, Credit Structuring, Relationship Management, Financial Analysis, Sales Planning
London, England, United Kingdom • Hybrid
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Develop analytics libraries and quantitative models for pricing and risk management within the XVA and OCM businesses. Collaborate with quantitative analysts and desks to improve modelling tools and ensure adherence to governance and ethical standards.
Requires experience in quantitative modelling or analytics within the financial sector with strong programming skills in C++ and Python. Candidates must be proficient in probability theory, statistics, and numerical techniques for valuing complex financial instruments.
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, problem solving and communication to Citi XVA and OCM desks.
By Joining Citi, you will become part of a global organization 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:
Within the wider Counterparty Credit QA team, the Generic Curves and Markets Funding (GCMF) is looking to fill an AVP position to support the XVA and OCM businesses.
The team helps Citi manage the CVA risk to illiquid counterparties as well as Citi’s own DVA. There’s a direct day-to-day collaboration with the business in addition to medium to long term projects related to improving our modelling and our risk management tools.
What you’ll do:
Develop analytics libraries used for pricing and risk-management in the scope of CVA and DVA
Collaborate closely with quantitative analysis colleagues and the desks
Create, implement and support quantitative model for XVA and OCM businesses leveraging a wide variety of mathematical and computer science methods including advanced calculus, C++, object-oriented design, Python, mathematical finance, statistics, probability and Machine Learning,
Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
Appropriately assess risk/reward of developments when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
Adhere to all policies and procedures as defined by your role which will be communicated to you
Appropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.
What we’ll need from you:
Experience in a comparable quantitative modelling, development or analytics role, ideally in the financial sector
Must have strong technical/programming skills; C++/python, Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
Must also possess any level of product knowledge, Investments and Quantitative Methods
Consistently demonstrates clear and concise written and verbal communication skills
What we can offer you:
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.
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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View Citi’s EEO Policy Statement and the Know Your Rights poster.
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities. For information on Citi’s commitment to privacy, visit on.citi/privacy.
Offices: 388 Greenwich Street, New York, New York 10013, US · Locations in over 100 countries, http://www.citigroup.com/citi/global/index.htm, 10022, US · 5900 Hurontario St, Mississauga, ON L5R 0B8, CA · 165 Jalan Ampang, Kuala Lumpur, Federal Territory of Kuala Lumpur 50450, MY · Calle 62C O, Panama City, Panama, PA
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities. For information on Citi’s commitment to privacy, visit on.citi/privacy.
Offices: 388 Greenwich Street, New York, New York 10013, US · Locations in over 100 countries, http://www.citigroup.com/citi/global/index.htm, 10022, US · 5900 Hurontario St, Mississauga, ON L5R 0B8, CA · 165 Jalan Ampang, Kuala Lumpur, Federal Territory of Kuala Lumpur 50450, MY · Calle 62C O, Panama City, Panama, PA
