Quantitative Analyst - Risk and Control, VP / SVP
London, United Kingdom | Citi Private Bank
Functions:Accounting / Control
Financial Services Professional
Job Description:144 people have viewed this job
Develop and monitor all trading activities by Citi’s traders and clients across all regions for market abuse behaviour, disorderly trading, limit breaches (EMEA) etc.
Analyse and review historical traded data to determine the behaviour of Citi traders across all traded asset classes.
Review Citi Surveillance Market Abuse policy and work closely with compliance for escalations protocols.
Able to understand the market structure and determine the behaviour of Citi algorithms that could lead to potential market abuse behaviour.
Work closely with LTA and Quants desk to understand the Citi Trading models and contribute in enhancement of the models.
Engaging with Citi IT to understand the data structure and able to develop models for data quality issues.
Work closely with the Desk heads, Compliance and Risk functions to determine appropriate market abuse behaviours, pre-trade limits, changing and periodic review of these limits.
Support LTA governance framework including maintenance of LTA strategy and application inventory, new strategy and application approval, maintenance of LTA related documents.
Assist the business to comply with the new BAU requirements and engage closely with various stakeholders.
Able to transfer knowledge among team members.
Excellent quantitative development experience preferably in financial market.
Excellent knowledge in financial market; such as Equity, FX, FI, Commodities, Benchmarks.
Experience in coding (R, Python) for quantitative finance, data analysis, market surveillance.
Experience of working with database and data structures.
Strong financial skills, analytical skills and problem solving skills
Experience and knowledge of model validation frameworks.
Excellent process and task management skills; capable of seeing the bigger picture as well as strong focus on day-to-day execution.
Advanced degree (MSc/PhD) in a quantitative subject such as Mathematics, Statistics, Physics, Computer Science or Engineering.
Minimum of 7 years’ relevant Markets experience preferably in financial market or quantitative role.
Desirable: Experience in Front Office Business and/or Control function and/or Compliance or/ regulator.
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