Citibank (Switzerland) AG in London is seeking an XVA Quantitative Analyst (Assistant Vice President) to develop analytics for Markets Front Office XVA across asset classes. You will implement models in C++ and Python and support trading desks in a hybrid setup.
The role requires MSc/PhD in a quantitative field, strong Monte Carlo knowledge, and clear communication. Collaboration with IT, Risk and Trading stakeholders is expected, with a competitive base salary and benefits.
#J-18808-Ljbffr…
