Quantitative Analyst – Linear Rates Quants, VP

Citi; Paris; Hybride; EUR 60 000 - 100 000; Plein temps

Résumé du poste

Join a forward-thinking global financial institution where your skills in Interest Rates modelling and communication will shine. As part of the Linear Rates Quants team, you will have the unique opportunity to establish a presence in the Paris office, working closely with traders and business clients. This role offers a blend of technical challenges and strategic collaboration, allowing you to enhance your expertise in Flow Interest Rates products while contributing to innovative model development. Enjoy a hybrid working model in a business casual environment, competitive salary, and a range of benefits designed to support your well-being and professional growth.

Prestations

hybrid working model

competitive base salary

additional benefits for family support

Qualifications

• Experience with Flow Interest Rates products like bonds and swaps.
• Proficient in C++ and Python with strong analytical skills.

Responsabilités

• Establish the Interest Rates Quants presence in Paris office.
• Collaborate with traders and stakeholders on Quant models.

Connaissances

Interest Rates modelling

problem solving

communication

C++

Python

data analysis

optimization

statistics

numerical methods

Formation

PhD

Masters

Description du poste

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in Interest Rates modelling, problem solving, and communication with Front Office business clients to the Linear Rates Quants team.

By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview:

The Linear Rates Quants team is a global team with a presence in New York, London, Tokyo, Singapore, Mexico City, and Budapest, supporting business clients around the globe in both Developed and Emerging Markets. This is an established team within the Markets Quantitative Analysis organisation. The team builds pricing models for a wide range of Flow Interest Rate products, as well as data analysis tools for business users and fundamental yield curve models used across the bank by all asset classes.

What you will do:

1. Establish the Interest Rates Quants presence in the Paris office.
2. Work with the Rates Flow traders to help them with the usage of Quant models.
3. Communicate with business stakeholders on both daily support issues and strategic projects.
4. Collaborate with team members in other locations on new model development and model enhancements.
5. Interact with Quant teams in other asset classes on cross-asset initiatives.

What we’ll need from you:

1. Experience with Flow Interest Rates products: sovereign bonds, swaps and basis swaps, FX and exchange traded products.
2. Working knowledge of yield curve construction, especially in the multi-index context.
3. Modelling the impact of various basis effects on Interest Rates products valuation: OIS and tenor basis, cross-currency basis, clearing house and bilateral basis.
4. Proficient in C++ and Python.
5. Data analysis, optimization, statistics, and numerical methods skills are a plus.
6. Excellent presentation and communication skills.
7. PhD or Masters.

What we can offer you:

This is a role that will provide the opportunity to be the face of the global Rates Quants team in front of the business users in the Paris location. You’ll work directly with the trading desks on their daily business challenges and build in-depth knowledge of Rates operations in Citi’s global business.

By joining Citi Paris, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well, and save well.

Alongside these benefits, Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.