$175,000 – $250,000
Listed on Citigroup’s own careers site. You apply with them directly — we never stand between you and the employer.
What this role is
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. The full posting is on their site.
Skills this role names
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What they ask for
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