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Hybrid XVA Quant Analyst CVA​/DVA Risk

Job in City of Westminster, Central London, Greater London, England, UK
Listing for: Citigroup Inc.
Full Time position
Listed on 2026-06-19
Job specializations:
  • Finance & Banking
    Data Scientist, Economics
Salary/Wage Range or Industry Benchmark: 60000 - 80000 GBP Yearly GBP 60000.00 80000.00 YEAR
Job Description & How to Apply Below
Position: Hybrid XVA Quant Analyst for CVA/DVA Risk
Location: City of Westminster

Citigroup Inc. is seeking an AVP to join their Counter party 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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