Hybrid Cross-Asset XVA Quant Analyst (AVP)

Citigroup Inc.; United States; Hybrid; USD 148,000 - 228,000; Full time

Benefits offered by this job

Hybrid working model

Competitive base salary

Generous holiday allowance

Discretionary annual bonus

Private medical insurance

Pension Plan

Parental Leave

Employee discounts

Job summary

Citigroup Inc. in London seeks an XVA Quantitative Analyst (AVP) to develop analytics for Markets Front Office XVA across asset classes. You will implement in C++ and Python, support trading desks, and partner with control functions to ensure governance and risk controls.

The role requires a quantitative MSc or PhD and strong communication, with the option to grow in a small, high-priority team within Citi London.

Qualifications

• Entry level possible, with valuable experience in quantitative modelling in finance.
• Knowledge of financial products and quantitative methods, especially Monte Carlo.
• Clear written and verbal communication skills.
• MSc or PhD in a quantitative subject.
• Programming skill, preferably in C++.

Responsibilities

• Create and support analytics for Markets Front Office XVA across multiple asset classes using probability theory, financial mathematics, and numerical techniques.
• Implement analytics in C++, also using Python.
• Support trading desks.
• Collaborate with other MQA teams.
• Work with control functions to ensure governance and control infrastructure.
• Promote responsible finance, governance and ethics; assess risk/reward of transactions.

Skills

Analytical Thinking

Credible Challenge

Data Analysis

Governance

Policy

Procedure

Regulation

Risk Management Lifecycle

Education

MSc/PhD in a quantitative subject

Tools

C++

Python

Job description

Citigroup Inc. in London seeks an XVA Quantitative Analyst (AVP) to develop analytics for Markets Front Office XVA across asset classes. You will implement in C++ and Python, support trading desks, and partner with control functions to ensure governance and risk controls.

The role requires a quantitative MSc or PhD and strong communication, with the option to grow in a small, high-priority team within Citi London.