Hybrid AVP Quantitative Markets Analyst - XVA & CVA in London

Hybrid AVP Quantitative Markets Analyst - XVA & CVA in London

London Full-Time 50000 - 60000 Β£ / year (est.) No working from home possible
PVH (Tommy Hilfiger/Calvin Klein)

At a Glance

  • Tasks: Support XVA and OCM by developing analytics for pricing and risk management.
  • Company: Citi London, a leading global financial services company.
  • Benefits: Competitive salary, private medical insurance, pension, and hybrid work model.
  • Other info: Opportunity to work with top analysts and enhance your career in finance.
  • Why this job: Join a dynamic team and make an impact in risk management and governance.
  • Qualifications: Experience in C++, Python, and quantitative analysis.

The predicted salary is between 50000 - 60000 Β£ per year.

Citi London seeks an AVP to support XVA and OCM, developing analytics for pricing and risk management.

You will work with quantitative analysts and desks to design models using C++, Python, Monte Carlo methods, and PDE solvers.

The role offers a hybrid work model (up to 2 days at home) with a competitive base salary and benefits, including private medical insurance and pension.

You will contribute to governance and risk-management improvements across CVA/DVA.

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Hybrid AVP Quantitative Markets Analyst - XVA & CVA in London employer: PVH (Tommy Hilfiger/Calvin Klein)

Intapp is an exceptional employer, offering a dynamic work environment that fosters innovation and collaboration within the accounting and consulting sectors across EMEA. With a strong commitment to employee growth, Intapp provides ample opportunities for professional development and leadership coaching, ensuring that team members thrive in their careers while contributing to the company's strategic vision. The culture is built on accountability and high performance, making it an ideal place for those looking to make a significant impact in a rapidly evolving industry.

PVH (Tommy Hilfiger/Calvin Klein)

Contact Details:

PVH (Tommy Hilfiger/Calvin Klein) Recruitment Team

We think you need these skills to ace Hybrid AVP Quantitative Markets Analyst - XVA & CVA in London

C++
Python
Monte Carlo Methods
PDE Solvers
Quantitative Analysis
Risk Management
Pricing Models