VP Quantitative Analyst, XVA & Spread Products

Citibank (Switzerland) AG
New York, US
On-site

Job Description

A leading global financial institution is seeking a Vice President, Quantitative Analyst in New York. In this role, you will develop and implement advanced mathematical models for XVA on complex Credit Derivatives portfolios. You will collaborate closely with trading desks and ensure compliance with regulatory requirements. The ideal candidate has extensive experience in quantitative modeling and strong programming skills in C++ and Python, making significant contributions to innovative financial product development.

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Skills & Requirements

Technical Skills

C++PythonQuantitative analysisXvaCredit derivativesFinancial modelingRegulatory compliance

Employment Type

FULL TIME

Level

mid

Posted

4/6/2026

Apply Now

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