This opportunity is for a Quantitative Analyst at the Vice President (VP) level within the Capital Analytics team within Citi’s Markets Quantitative Analytics (MQA) in London. Team Overview The Capital Analytics team within Citi’s MQA group in London develops and maintains the firm’s regulatory capital calculation framework for counterparty credit risk. The team produces Standardised Approach for Counterparty Credit Risk (SA-CCR)‑based RWA, Resolution metrics, and Global Systemically Important Banks (G-SIB) indicators across global derivatives and financing portfolios. Sponsored by the Head of Counterparty Trading and Risk, the team partners closely with Technology to deliver scalable batch systems that generate daily regulatory capital outputs for Front Office, Risk, Resolution Planning, and GSIB reporting. It also builds high‑performance analytics and trade‑level attribution tools that help Front Office quantify and optimise the capital impact of trading activity....

Connect to your Industry We are seeking experienced financial services practitioners to join Deloitte's Actuarial Insurance & Banking team ('AI&B') as a Senior Consultant or Senior Manager. The AI&B Banking team, which operates under Deloitte Consulting, is expanding our offering and have become increasingly involved in designing and implementing major financial resource management initiatives for Tier 1 banks globally, with a primary objective of delivering shareholder returns. These initiatives encompass financial resourcing strategy, operational framework and risk and regulations, all rooted in a thorough understanding of the intricacies within the banking sector and supported by state-of-the-art analytical methodologies and tools. You will be joining a team of 30 management consultants with diverse analytical skills, industry experience and banking backgrounds. Our team comprises experts in financial analysis, economics, quantitative modelling, and data...