VP Counterparty Credit Quant - CVA/DVA Modeling

Citi is seeking an AVP to join the Counterparty Credit QA team in Greater London. The role encompasses developing analytics libraries for pricing and risk management, collaborating with colleagues, and implementing quantitative models for CVA and DVA using advanced programming skills.

The ideal candidate will have strong experience in quantitative modelling, exposure to complex financial instruments, and excellent communication skills. Citi offers a generous holiday allowance, an annual performance-related bonus, and comprehensive medical insurance packages.