Model/Anlys/Valid Officer

Citi

Part-time

Salary

$0 - $0 per yearly

Location(s)

  • New York City New York US

Description

Citigroup Global Markets Inc. seeks a/ Model/Anlys/Valid Officer for its New York, New York location. Duties: Develop quantitative models in C++ to compute Credit Value Adjustment, Funding Valuation Adjustment on spread product netting sets, which involves modeling the pricing of Credit Derivatives Swap, index options, and Collateralized Debt Obligations. Create, implement and support quantitative

Tags

  • Software Development
  • Cybersecurity

How to apply

Apply for this job at: https://api.collabwork.com/api:1SHNakFf/xmljobs?ref=ODVkNWJmY2NjZGVlNDdmYzkyMjIzZjQ5YjEzNTY0YzZ8Y2QxMzUxYTctNGMyYi00YzczLThkM2MtMDI4NWNjYjBmZTgx&utm_source=collabworkv3site