Summary

Quantitative analyst developing and supporting cross-asset XVA analytics for Citi’s Markets Front Office. The role uses C++, Python, and quantitative methods, and is based in London with a hybrid schedule of up to two days working from home per week.

Responsibilities

• Create and support cross-asset front-office XVA analytics
• Implement quantitative analytics in C++ and Python
• Support trading desks with XVA analysis
• Collaborate with Markets Quantitative Analysis teams
• Partner with control functions on governance infrastructure