Quantitative Analyst, Rates XVA, AVP
- Hiring Organisation
- Citigroup
- Location
- London, United Kingdom
- Salary
- £ 100 K
models using advanced numerical techniques, to enable accurate derivatives valuation.Apply probability-based frameworks and statistical methods to evaluate risk in complex financial contracts, constructing analytical solutions and numerical schemes that address real-world trading challenges.Build and maintain quantitative models for the trading business using a broad range of tools … high-performance analytics and pricing libraries in a production environment.Strong mathematical foundation in statistics, probability theory, and numerical methods, with the ability to solve analytical equations and design numerical schemes for complex financial contracts.Practical experience with Python for quantitative research, model development, or analytical workflows.Knowledge of financial products ...