Citi in London seeks a Quantitative Analyst to join the Rates XVA desk. You will design and build pricing and risk models for derivatives, blending advanced mathematics with high-performance software engineering to impact valuation and risk across trading portfolios.
The role sits in a hybrid environment, collaborating with traders, structurers and technologists to deliver scalable quantitative solutions while upholding governance and regulatory standards.
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Senior XVA Quant β Rates & Derivatives in London employer: Citi
Citi is an exceptional employer, offering a dynamic work environment that fosters innovation and collaboration within the Equities Technology team. Employees benefit from cutting-edge technology, opportunities for professional growth, and a culture that values diversity and inclusion. With a focus on high-performance analytics and real-time data solutions, Citi empowers its engineers to make impactful contributions while enjoying a supportive atmosphere in a globally recognized financial institution.