At a Glance
- Tasks: Design and implement pricing models using C++ and Python while collaborating with traders and technologists.
- Company: Join Citibank, a leading global financial institution with a dynamic work culture.
- Benefits: Enjoy a hybrid work model, competitive salary, and opportunities for professional growth.
- Why this job: Make an impact in the fast-paced world of trading with advanced quantitative techniques.
- Qualifications: Strong background in mathematics and software engineering, particularly in C++ and Python.
The predicted salary is between 63000 - 77000 £ per year.
Citibank (Switzerland) AG in London is seeking a Quantitative Analyst for the Rates XVA desk.
This hybrid AVP role blends advanced mathematics with high-performance software engineering to influence pricing and risk across complex derivatives.
You will design and implement pricing and risk models in C++ and Python, collaborate with traders, structurers and technologists, and ensure governance and model validation standards are met in a fast-paced trading environment.
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Senior Quant – Rates XVA AVP (Hybrid, 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.
