At a Glance
- Tasks: Create cutting-edge XVA analytics using C++ and Python while collaborating with trading teams.
- Company: Join Citi, a leading global bank known for innovation and excellence.
- Benefits: Attractive salary, comprehensive benefits, and opportunities for professional growth.
- Other info: Dynamic team environment with excellent career advancement potential.
- Why this job: Make a significant impact in finance with your analytical skills and innovative solutions.
- Qualifications: MSc/PhD in a quantitative field and strong knowledge of financial products.
The predicted salary is between 85500 - 104500 £ per year.
Citi is seeking a highly skilled Quantitative Analyst to join the Central XVA team in London.
You will build innovative XVA analytics across asset classes, applying probability theory, numerical methods, and Monte Carlo simulations.
The role involves implementing solutions mainly in C++ and Python, with close collaboration to trading desks and control functions.
The ideal candidate holds an MSc/Ph D in a quantitative field, possesses strong financial product knowledge, and demonstrates excellent
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Cross-Asset XVA Quant VP: High-Impact Analytics Leader employer: Citi
Citi is an exceptional employer that fosters a dynamic and inclusive work culture, offering employees the chance to thrive in a fast-paced financial services environment. With generous benefits such as 27 days of annual leave, private medical care, and extensive learning resources, employees are empowered to grow both personally and professionally. Located in a vibrant city, Citi provides unique opportunities for collaboration across global teams, making it an ideal place for those seeking meaningful and rewarding careers.
