The head of the Citigroup unit catering to private equity and infrastructure firms in Europe, Middle East and Africa has left the bank, a departure that comes hot on the heels of one of the firm's top industrials bankers who was moved into that business six months ago.

Steve Conway, head of the bank's Emea alternative assets group, handed in his notice last week, according to two people familiar with the situation. He is expected to take a role on the buyside, according to the people. Conway could not be reached for comment.