Hybrid AVP: Counterparty Credit Quantitative Analyst

Citi; New York (NY); Hybrid; USD 90,000 - 130,000; Full time

Benefits offered by this job

Generous holiday allowance

Discretionary annual performance-related bonus

Private medical insurance

Employee Assistance Program

Pension Plan

Paid parental leave

Special discounts for employees

Access to learning and development resources

Job summary

Citi is looking for a Counterparty Credit Quantitative Analyst (Assistant Vice President) to join their team in New York. This role involves developing analytics for pricing and risk management in a hybrid work environment, allowing up to 2 days at home.

The ideal candidate will possess strong programming skills in C++ and Python, and have experience in quantitative modelling. Citi offers a competitive salary, generous holiday allowance, performance-related bonus, and various benefits to support employee well-being.

Qualifications

• Experience in quantitative modelling, development or analytics role, ideally in the financial sector.
• Strong programming skills in C++ and Python with knowledge of statistical methods.
• Familiarity with numerical techniques and financial instruments.

Responsibilities

• Develop analytics libraries for CVA and DVA pricing and risk management.
• Collaborate with quantitative analysis colleagues.
• Create and implement quantitative models leveraging mathematical and computer science methods.

Skills

C++

Python

Quantitative modelling

Problem solving

Communication skills

Job description

Citi is looking for a Counterparty Credit Quantitative Analyst (Assistant Vice President) to join their team in New York. This role involves developing analytics for pricing and risk management in a hybrid work environment, allowing up to 2 days at home.

The ideal candidate will possess strong programming skills in C++ and Python, and have experience in quantitative modelling. Citi offers a competitive salary, generous holiday allowance, performance-related bonus, and various benefits to support employee well-being.