💼 Full-Time Position

Markets Quantitative Analyst (Assistant Vice President)

🏢
Citi
📍 london, england, United-Kingdom
📍
Location
london, United-Kingdom
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Posted
June 30, 2026
⏰
Type
Full-Time
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Full-Time Opportunity: This is a permanent, full-time position with a competitive package and real career growth potential.

Job Description

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 improving our modelling and our risk management tools.

What you’ll do:

  • Develop analytics libraries used for pricing and risk‑management in the scope of CVA and DVA
  • Collaborate closely with quantitative analysis colleagues and the desks
  • Create, implement and support quantitative model for XVA and OCM businesses leveraging a wide variety of mathematical and computer science methods including advanced calculus...