Citi is seeking a highly skilled Quantitative Analyst to contribute to cross-asset XVA analytics and pricing. You will build, validate, and maintain models across front-office and control functions, applying advanced probability theory and numerical methods.
The role emphasizes collaboration with trading desks and other MQA teams to ensure robust governance and high-quality analytics. The ideal candidate has MSc/PhD in a quantitative field, strong programming skills in C++, and practical
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VP, Cross-Asset XVA Quant - High-Impact Analytics employer: Citigroup
Citi is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. As a Sales Director, you will benefit from extensive training and mentorship opportunities, fostering your professional growth while working alongside industry leaders in FX Sales. With a strong commitment to integrity and inclusivity, Citi provides a supportive culture that empowers employees to excel and drive meaningful results for clients.
