At a Glance
- Tasks: Develop analytics libraries and implement quantitative models for CVA and DVA.
- Company: Join Citi, a leading global bank with a focus on innovation.
- Benefits: Generous holiday allowance, performance bonuses, and comprehensive medical insurance.
- Other info: Collaborative team environment with opportunities for professional growth.
- Why this job: Make an impact in finance with advanced programming and quantitative skills.
- Qualifications: Strong experience in quantitative modelling and excellent communication skills.
The predicted salary is between 80000 - 100000 £ per year.
Citi is seeking an AVP to join the Counterparty Credit QA team in Greater London. The role encompasses developing analytics libraries for pricing and risk management, collaborating with colleagues, and implementing quantitative models for CVA and DVA using advanced programming skills.
The ideal candidate will have strong experience in quantitative modelling, exposure to complex financial instruments, and excellent communication skills.
Citi offers a generous holiday allowance, an annual performance-related bonus, and comprehensive medical insurance packages.
VP Counterparty Credit Quant – CVA/DVA Modeling in London employer: Citi
Citi is an exceptional employer that fosters a collaborative and innovative work culture in the heart of Greater London. With a strong focus on employee growth, we provide extensive training opportunities and support for career advancement, alongside competitive benefits such as a generous holiday allowance and comprehensive medical insurance. Join us to be part of a dynamic team where your contributions to counterparty credit analytics will be valued and rewarded.
