Model/Anlys/Valid Officer
Listing sourced from adzuna on 7/29/2026. CVCraft does not host this job; clicking Apply redirects to the source.
Job Description
Citigroup Global Markets Inc. seeks a Model/Anlys/Valid Officer for its New York, New York location. Duties: Apply mathematical theories and no-arbitrage pricing techniques to develop, maintain and enhance the quantitative models used for pricing and risk for the Muni Derivatives business and Spread Products Solutions business. Apply mathematical techniques, including copula models and stochastic calculus for computing the Credit Value Adjustment, Funding Valuation Adjustment and other affine m…
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