full-time
Quantitative Analyst - Rates Options Desk Quant (Vice President)
Citi
- Employer
- Citi
- Location
- London
- Working pattern
- hybrid
About the role
Develop and enhance analytics libraries for pricing and risk management of Interest Rate Derivatives. Collaborate with trading desks and control functions to implement sophisticated quantitative models and ensure proper governance. Requires a Master's or PhD in a quantitative subject and experience in quantitative modeling within the financial sector. Proficiency in C++, Python, and standard rates models like SABR and HJM is essential.