Current jobs related to Equity & Hybrids Derivative Model Validator AVP - London, Greater London - 11037 Citibank, N.A. United Kingdom


  • London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time

    Derivatives Model Risk Management SpecialistCiti is seeking a highly skilled Derivatives Model Risk Management Specialist to join our Model Risk Management team in London. As a key member of the team, you will be responsible for validating equity and hybrids derivative pricing models for trading and hedges.Key Responsibilities:Manage model risk across the...


  • London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time

    Derivatives Model Risk Management SpecialistCiti is seeking a highly skilled Derivatives Model Risk Management Specialist to join our Model Risk Management team in London. As a key member of the team, you will be responsible for validating equity and hybrids derivative pricing models for trading and hedges.Key Responsibilities:Manage model risk across the...


  • London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time

    Model Risk Management Specialist - Equity DerivativesCiti is seeking a highly skilled Model Risk Management Specialist to join our team in London. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key Responsibilities:Manage model risk across the model lifecycle,...


  • London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time

    Model Risk Management Specialist - Equity DerivativesCiti is seeking a highly skilled Model Risk Management Specialist to join our team in London. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key Responsibilities:Manage model risk across the model lifecycle,...


  • London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time

    Derivatives Model Risk Management SpecialistCiti's Model Risk Management team is seeking a highly skilled Derivatives Model Risk Management Specialist to join our team in London. As a key member of our team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key Responsibilities:Manage model risk across the model...


  • London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time

    Derivatives Model Risk Management SpecialistCiti is seeking a highly skilled Derivatives Model Risk Management Specialist to join our Model Risk Management team in London. As a key member of the team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key Responsibilities:Manage model risk across the model...


  • London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time

    Derivatives Model Risk Management SpecialistCiti is seeking a highly skilled Derivatives Model Risk Management Specialist to join our Model Risk Management team in London. As a key member of the team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key Responsibilities:Manage model risk across the model...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Role OverviewWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator Assistant Vice President to join our Model Risk Management team at Citigroup Global Markets Limited. As a key member of our team, you will be responsible for validating derivative pricing models for Trading and Hedges.Key ResponsibilitiesManage model risk across the...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Job SummaryWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Role SummaryWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Role SummaryWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Job SummaryWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...


  • London, Greater London, United Kingdom Citigroup Global Markets Limited Full time

    Role OverviewWe are seeking a highly skilled Equity & Hybrids Derivative Model Validator to join our team at Citigroup Global Markets Limited. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.Key ResponsibilitiesManage model risk across the model lifecycle,...


  • London, Greater London, United Kingdom Smartkarma Full time

    Job OverviewSmartkarma is seeking a highly skilled and experienced Independent Equity Derivatives Analyst to join our team. As a key member of our derivatives desk, you will be responsible for developing and implementing pricing, hedging, and automation models for our Equity Derivatives business.Key ResponsibilitiesDevelop and maintain expertise in Asian...


  • London, Greater London, United Kingdom Smartkarma Full time

    Job OverviewSmartkarma is seeking a highly skilled and experienced Independent Equity Derivatives Analyst to join our team. As a key member of our derivatives desk, you will be responsible for developing and implementing pricing, hedging, and automation models for our Equity Derivatives business.Key ResponsibilitiesDevelop and maintain expertise in Asian...


  • London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time

    Are you looking for a challenging role that will put your skills and experience in model development or validation to the test? Then consider joining Citi's Model Risk Management team, which focuses on validating Equity & Hybrids derivative pricing models for Trading and Hedges.By joining Citi, you will become part of a global organisation whose mission is...


  • London, Greater London, United Kingdom Millennium Management Full time

    Equity Derivatives Valuation StrategistMillennium Management is seeking a highly skilled Equity Derivatives Valuation Strategist to design, implement, and operate their next-generation equity volatility fitting platform.Key Responsibilities:Develop and backtest advanced volatility surface fitting algorithms for indices, ETFs, and single stocks.Maintain and...


  • London, Greater London, United Kingdom Millennium Management Full time

    Equity Derivatives Valuation StrategistMillennium Management is seeking a highly skilled Equity Derivatives Valuation Strategist to design, implement, and operate their next-generation equity volatility fitting platform.Key Responsibilities:Develop and backtest advanced volatility surface fitting algorithms for indices, ETFs, and single stocks.Maintain and...


  • London, Greater London, United Kingdom Smartkarma Innovations Pte Ltd Full time

    Unlock Opportunities in Asian Equity DerivativesSmartkarma Innovations Pte Ltd is seeking a skilled Equity Derivatives Analyst to join our team of independent research analysts. As a key member of our team, you will be responsible for providing actionable trade ideas, volatility updates, and strategy back tests for our institutional clients.Key...


  • London, Greater London, United Kingdom Smartkarma Innovations Pte Ltd Full time

    Unlock Opportunities in Asian Equity DerivativesSmartkarma Innovations Pte Ltd is seeking a skilled Equity Derivatives Analyst to join our team of independent research analysts. As a key member of our team, you will be responsible for providing actionable trade ideas, volatility updates, and strategy back tests for our institutional clients.Key...

Equity & Hybrids Derivative Model Validator AVP

2 months ago


London, Greater London, United Kingdom 11037 Citibank, N.A. United Kingdom Full time
About the Role

We are seeking a highly skilled Equity & Hybrids Derivative Model Validator AVP to join our team at Citibank, N.A. United Kingdom. As a key member of our Model Risk Management team, you will be responsible for validating the pricing models used by our trading and hedging teams.

Key Responsibilities
  • Manage model risk across the model lifecycle, including model validation, ongoing performance evaluation, and annual model reviews.
  • Interact with model developers and business owners to ensure that models are accurate and reliable.
  • Provide effective challenge to model assumptions, mathematical formulation, and implementation.
  • Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
  • Contribute to strategic, cross-functional initiatives within the model risk organization.
Requirements
  • Master's Degree or equivalent in a quantitative field, such as mathematics, statistics, financial engineering, or quantitative finance.
  • 2+ years of quantitative experience, with a strong background in derivative pricing and risk management.
  • Experience in a quantitative role in risk management at a financial institution, with a focus on model development or validation.
  • Strong derivative pricing skills, including risk-neutral pricing, stochastic calculus, and numerical techniques.
  • Strong communication and teamwork skills, with the ability to find practical solutions to challenging problems.
What We Offer

We offer a competitive base salary, annual performance-related bonus, and a range of benefits, including private medical insurance, employee assistance program, and pension plan. We are committed to creating a diverse and inclusive workplace, where everyone feels comfortable coming to work as their whole self.

About Us

Citibank, N.A. United Kingdom is a leading global financial institution, committed to serving our clients and communities with integrity and excellence. We are proud to be an equal opportunity and affirmative action employer, and we welcome applications from qualified candidates from diverse backgrounds.