Credit Quantitative Analyst, AVP – Citi

Credit Quantitative Analyst, AVP – Citi

Credit Quantitative Analyst, AVP – Citi

Efinancialcareers

Reed

London

2 hours ago

No application

About

Discover your future at CitiWorking at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact. Job OverviewAre you an enthusiastic and motivated Quantitative Analyst eager to operate at the intersection of markets, data, and technology? Citi's London Credit Quantitative Analysis team, part of the Markets Quantitative Analysis Division, is seeking a problem-solver who can translate quantitative insights into tangible value for our business. This is a front-line role on the trading floor, offering a unique opportunity to partner directly with traders in designing and implementing cutting-edge pricing models, risk analytics, and trading tools for credit products. Team/Role Overview:The London Credit Quantitative Analysis team is a dynamic and integral part of Citi's Markets Quantitative Analysis Division. Our mandate encompasses developing and enhancing the core analytics used across a wide range of multi-faceted projects, including algorithmic hedging, ETF trading, and pioneering AI/ML initiatives within the credit space. We thrive on strong communication, collaboration, and adaptability, valuing these as much as technical expertise. As a team member, you will directly support our business by transforming complex quantitative problems into practical solutions that drive revenue generation and operational efficiency. What You'll Do: Build and enhance models for pricing and managing risk across credit derivatives and cash products (including CDS, indices, tranches, and bespokes).Develop production-grade code in Python and C++ for use in our pricing and analytics platform.Help build real-world use cases to integrate new technologies within our pricing and algor