Description
Citi is hiring a Quantitative Analyst for its Rates XVA desk to design and build pricing and risk models for complex derivatives. The role involves developing C++ analytics libraries, applying Monte Carlo simulations and partial differential equation solvers, and collaborating with traders, structurers, control functions, and technology teams. It is a full-time hybrid position based in New York with three office days and two remote days, offering a salary range of $175,000 to $250,000 plus benefits.
