Citibank (Switzerland) AG in London is seeking a Quantitative Analyst for the Rates XVA desk. This hybrid AVP role blends advanced mathematics with high-performance software engineering to influence pricing and risk across complex derivatives.
You will design and implement pricing and risk models in C++ and Python, collaborate with traders, structurers and technologists, and ensure governance and model validation standards are met in a fast-paced trading environment.
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Senior Quant – Rates XVA AVP (Hybrid, London) employer: Citibank (Switzerland) AG
Citi London is an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration across global teams. With a strong focus on employee growth, you will have access to extensive training and development opportunities while working in a hybrid environment that promotes work-life balance. Join us to be part of a forward-thinking organisation that values your contributions and empowers you to drive meaningful change in the financial services industry.
