Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, problem solving and communication to Citi XVA and OCM desks.

By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview:

Within the wider Counterparty Credit QA team, the Generic Curves and Markets Funding (GCMF) is looking to fill an AVP position to support the XVA and OCM businesses.
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 sco...