Quantitative Analyst - Central XVA, Citi

Quantitative Analyst - Central XVA

Citi

Location:
United Kingdom, London

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

Quantitative Analyst role in Citi's Markets Quantitative Analysis (MQA) group within the Central XVA team, focusing on building innovative solutions for complex financial problems and critical XVA functionality across various asset classes to enhance pricing, risk management, and regulatory compliance.

Job Responsibility:

Create and support analytics for 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 practices across the organization
Work in partnership with control functions to ensure appropriate governance and control infrastructure for all XVA analytics
Contribute to building a culture of responsible finance, good governance and supervision, expense discipline, and ethics
Appropriately assess risk/reward of transactions when making business decisions

Requirements:

Relevant experience in a comparable quantitative modeling role in the financial sector
XVA-related experience is especially valuable
Strong knowledge of financial products and related quantitative methods, especially Monte Carlo simulation techniques
Clear and concise written and verbal communication skills
An MSc or PhD degree in a quantitative subject
Strong programming skills, preferably in C++

What we offer:

Competitive base salary
Comprehensive benefits package designed to support your well-being and professional growth
Career growth opportunities
High-impact role working on important XVA functionality

Additional Information:

Job Posted:
October 24, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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