Cross-Asset XVA Quant – C++/Python Analytics Lead

Cross-Asset XVA Quant – C++/Python Analytics Lead

Full-Time No working from home possible
Citigroup, Inc.

Citigroup Inc. is seeking a highly skilled Quantitative Analyst to join our Central XVA team within Markets Quantitative Analysis (MQA) in London. You will develop cross-asset XVA analytics, leveraging probability theory, financial mathematics, and numerical techniques, primarily in C++ with Python support.

The role involves collaborating with trading desks and control functions to ensure governance and robust analytics, while driving risk-aware decisions and ethical standards within Citi.

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Cross-Asset XVA Quant – C++/Python Analytics Lead employer: Citigroup, Inc.

Citi London is an exceptional employer, offering a dynamic and inclusive work environment that fosters innovation and collaboration. With a competitive salary, generous annual leave, and a hybrid working model, employees enjoy a healthy work-life balance while having access to extensive learning and development resources. As a key player in the Equity Derivatives Technology team, you will have the opportunity to lead impactful projects and grow your career within a globally recognised financial institution.

Citigroup, Inc.

Contact Details:

Citigroup, Inc. Recruitment Team