XVA Quantitative Analyst AVP - Hybrid (London)

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