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Job Location | London |
Education | Not Mentioned |
Salary | Competitive salary |
Industry | Not Mentioned |
Functional Area | Not Mentioned |
Job Type | Permanent, full-time |
Are you looking for a career move that will put you at the heart of a global financial institution Then bring your skills in programming, software design and problem solving to Citis Counterparty Credit Risk Quantitative Development team. By joining Citi, you will become part of a global organisation 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 OverviewThe Counterparty Credit Risk Quant Development is a team within the Citi Markets Quantitative Analysis (MQA) department, responsible for developing analytical models for derivatives counterparty credit risk and exposure computations firm-wide and aligning FrontOffice Risk and P&L models with CVA and Counterparty Credit exposure (PSE/RWA) calculations. This is a standalone position in London, therefore we are looking for an experienced individual to join the team. What youll do