Summary

The vice president quantitative analyst will develop cross-asset XVA analytics for Citi's Markets trading businesses, using C++, Python, and quantitative methods such as Monte Carlo simulation. The posting does not specify a work location or working arrangement.

Responsibilities

• Create and support cross-asset front-office XVA analytics
• Implement analytics in C++ and Python
• Support trading desks with XVA model inquiries
• Coordinate analytics consistency across MQA teams
• Partner with control functions on XVA governance