# Quantitative Analyst – Rates XVA

Hiring organization: [Citigroup](https://career.thegoodapps.co/organizations/citigroup)

Canonical page: https://career.thegoodapps.co/jobs/b1608c19-9e56-4298-b401-393b941cd2ef

Listed on Citigroup's own careers site. Applications go to them directly.

- Employment type: full time
- Seniority: Mid
- Location: New York, NY
- Salary: 175000 – 250000 USD per year

## Summary

This role involves building sophisticated pricing and risk models for complex interest rate derivatives on Citi's Rates XVA desk. It suits experienced quantitative analysts with strong C++ and mathematics skills who want to work on high-impact financial modelling problems at a major institution.

_Our summary, not Citigroup's wording._

## Skills named

C++, Financial Derivatives, Monte Carlo Simulation, Numerical Methods, Python, Statistics

## Required

- 6–10 years in quantitative modelling or analytics in finance
- Proficiency in C++ for production analytics libraries
- Strong foundation in statistics, probability theory, and numerical methods
- Hands-on Python experience for quantitative research and development
- Knowledge of financial products and quantitative methods in trading or risk management
- Strong written and verbal communication skills

## Nice to have

- Experience with XVA models or supporting an XVA trading desk
- Familiarity with rates derivatives products and interest rate market modelling challenges
- Master's degree or PhD in Mathematics, Physics, Financial Engineering, or Computer Science

Apply on Citigroup's site: https://citi.wd5.myworkdayjobs.com/en-US/2/job/New-York-New-York-United-States/Quantitative-Analyst---Rates-XVA_26982013