Citi London is seeking an Interest Rate Derivatives Option Quant to contribute to the development of our analytics library for pricing and risk management. You will build and enhance models in collaboration with traders and tech teams, applying advanced numerical methods.
Ideal candidates hold a Master’s or PhD in a quantitative field, with strong C++ and Python skills and experience in SABR/HJM models, Monte Carlo methods, and PDE solvers.
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Vice President, Quantitative Analyst — Rates Derivatives in London employer: Citibank (Switzerland) AG
Citi London is an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration across global teams. With a strong focus on employee growth, you will have access to extensive training and development opportunities while working in a hybrid environment that promotes work-life balance. Join us to be part of a forward-thinking organisation that values your contributions and empowers you to drive meaningful change in the financial services industry.
