Description
Citi is hiring a full-time Quantitative Analyst for its Rates XVA desk to design and build pricing and risk models for complex derivatives portfolios. The role involves developing analytics libraries, applying numerical and statistical methods, using C++ and Python, and collaborating with traders, structurers, technology teams, and control functions. It requires prior financial-sector quantitative modelling experience, strong mathematical and programming skills, and a Master's degree or PhD in a quantitative discipline. The position is hybrid, with three days in the office and two days working remotely.
