Spread Products CVA Quantitative Analyst - Vice President

Job description

Job Description: Vice President, Quantitative Analyst - Spread Products Structured Notes and XVA Citi's Markets business is a leading global financial institution, providing comprehensive financial services to clients worldwide. Within this dynamic environment, our Markets Quantitative Analytics team plays a critical role in developing cutting-edge analytical solutions and models that drive our trading and risk management capabilities across various asset classes. This role offers the opportunity to contribute directly to the innovation and strategic growth within this essential part of our organization. We are seeking a highly skilled and experienced Vice President, Quantitative Analyst, to join our Spread Products Structured Notes and XVA team. This pivotal role involves the development and implementation of advanced mathematical models for calculating XVA (e.g., CVA, DVA, FVA, MVA, KVA) on complex portfolios of Credit Derivatives. This is an exciting opportunity to contribute to cutting-edge financial product development, enhance quantitative analytics infrastructure, and collaborate with diverse teams to deliver innovative solutions in a fast-paced environment. Primary Responsi...