Cross Asset XVA Quantitative Analyst - Vice President
- Hiring Organisation
- Citigroup
- Location
- London, UK
- Employment Type
- Full-time
Markets Front Office XVA across multiple asset classes, leveraging probability theory, financial mathematics, and numerical techniques. Implement these analytics in C++, also utilizing Python for development. Provide essential support to trading desks for XVA-related inquiries and models. Collaborate closely with other MQA teams to ensure consistency and share best … complex analytics, utilizing probability theory, financial mathematics, and numerical techniques like Monte Carlo simulation. Technical Excellence: Develop and implement solutions primarily in C++ and Python, contributing to robust and performant analytics. Collaborative Environment: Work closely with trading desks, other MQA teams, and control functions, fostering a deep understanding ...