Senior Quant – Rates XVA AVP (Hybrid, London)

Citibank (Switzerland) AG in London is seeking a Quantitative Analyst for the Rates XVA desk. This hybrid AVP role blends advanced mathematics with high-performance software engineering to influence pricing and risk across complex derivatives.

You will design and implement pricing and risk models in C++ and Python, collaborate with traders, structurers and technologists, and ensure governance and model validation standards are met in a fast-paced trading environment.

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