Hybrid XVA Quant Analyst for CVA/DVA Risk

Citigroup Inc. is seeking an AVP to join their Counterparty Credit QA team in London, focusing on XVA and OCM businesses. The role includes developing analytics libraries for risk management and collaborating with quantitative analysis colleagues.

The ideal candidate will have strong programming skills in C++ and Python, and experience in quantitative modeling within the financial sector. This position offers a hybrid working model and a range of benefits including a competitive salary and generous holiday allowance.

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