Quantitative Analyst, Rates XVA, AVP
- Location
- Greater London, England, United Kingdom
apply): 26993428Citi is looking for a Quantitative Analyst to join the Rates XVA desk, where you will design and build sophisticated pricing and risk models that directly shape how the trading business values and manages complex derivative portfolios. Working at the intersection of advanced mathematics, high-performance software engineering … works closely with traders, structurers, and technologists to deliver quantitative solutions at scale.## Responsibilities* Design and build analytics libraries that support the pricing and risk management of complex financial instruments across the Rates XVA desk.* Develop and implement quantitative pricing models using advanced numerical techniques, to enable accurate derivatives ...