Quantitative Analyst, VP
Citi
Paradise, Nevada
Full-Time
$200,000
HybridExecutive
Citigroup Global Markets Inc. seeks a Quantitative Analyst, VP for its New York, New York location.
Duties: Lead end-to-end design and implementation of counterparty credit risk models and pricing utilities for the XVA trading desk across Interest Rate, FX, Commodity, and Credit derivatives. Provide strategic guidance on cross-asset pricing frameworks, structured trade pricing, and hedging strategies for Sales and Trading. Manage and enhance XVA pricing infrastructure, including curve calibration and pricing analytics; ensure tools meet front office and risk management requirements. Oversee pricing and risk management for complex Interest Rate, FX, Commodity, and Credit Derivatives, including evaluation of hedging strategies and incremental business impacts. Serve as primary liaison for the trading desk, translating business needs into actionable project requirements and providing guidance on strategy, risk considerations, and pricing implications. Lead and oversee SA-CCR and RWA calculations for the Global Citi XVA desk and front office users, ensuring alignment with internal risk management and capital allocation policies. Provide guidance on the capital impact of new trades and portfolios. Identify opportunities to optimize workflows, improve reporting, and enhance >------------------------------------------------------
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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
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