Markets Quantitative Analyst (Assistant Vice President)

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, problem solving and communication to Citi’ Equities, XVA and OCM desks.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview:

_Within the wider Markets QA team, the Equities MQA team is looking to fill an AVP position to support the XVA and OCM businesses._
_There’s a direct day-to-day collaboration with the business in addition to medium to long term projects related to improving our modelling and our risk management tools._

The team helps Citi manage the CVA risk to illiquid counterparties as well as Citi’s own DVA. There’s a direct day-to-day collaboration with the business in addition to medium to long term projects related to improvin...