Rates XVA Quant Analyst — Hybrid, High-Impact

Citigroup Inc.; Greater London; Sur place; GBP 110 000 - 160 000; Plein temps

Avantages offerts par ce poste

Hybrid work arrangement

Competitive compensation

Employee wellbeing programmes

Résumé du poste

Citigroup Inc. in London seeks a Quantitative Analyst to join the Rates XVA desk, designing and building pricing and risk models that shape how the trading business values and manages complex derivatives.

You will work in a hybrid setup with three days in the office and two days remotely, collaborating with traders, structurers and quants to deliver scalable quantitative solutions within Citi's governance framework.

Qualifications

• Experience in quantitative modelling or analytics role within the financial sector, with depth in derivatives pricing or risk management.
• Proficiency in C++ for high-performance analytics and pricing libraries in a production environment.
• Strong mathematical foundation in statistics, probability theory, and numerical methods.
• Practical experience with Python for quantitative research, model development, or analytical workflows.
• Knowledge of financial products, investment instruments, and quantitative methods as applied in trading or risk management contexts.
• Clear and concise written and verbal communication skills.

Responsabilités

• Design and build analytics libraries supporting pricing and risk management of complex instruments on the Rates XVA desk.
• Develop and implement quantitative pricing models using advanced numerical techniques for accurate valuation.
• Apply probability-based frameworks to evaluate risk and construct analytical solutions for real-world trading challenges.
• Build and maintain quantitative models using C++ and Python, with object-oriented design and hardware acceleration where appropriate.
• Collaborate with traders, structurers, and technology teams to ensure models are fit for purpose and well-integrated.
• Engage with control functions to uphold governance and model oversight.

Description du poste

Citigroup Inc. in London seeks a Quantitative Analyst to join the Rates XVA desk, designing and building pricing and risk models that shape how the trading business values and manages complex derivatives.

You will work in a hybrid setup with three days in the office and two days remotely, collaborating with traders, structurers and quants to deliver scalable quantitative solutions within Citi's governance framework.