About this opportunity
Aplaro Ltd lists this Front-Office Rates XVA Quant Developer opportunity in new york, New York. Review the employer’s description below for duties, qualifications and application requirements.
Job description
Citi is seeking an AVP-level Quant in New York to shape and deliver pricing and risk models for the Rates business. You will work at the interface of trading, risk, and technology, developing models that influence trading decisions, capital allocation, and balance sheet management.
Responsibilities include building XVA models (CVA, FVA, MVA), maintaining libraries, and collaborating with traders and tech teams to deploy scalable solutions.
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Worksite address
new york, NY, 10261, US
Who can apply
Review the original listing for work authorization, qualifications and employer requirements.