Quantitative Analyst - Interest Rate Derivatives, Analyst Level

Citi

New York, New York, United States
Base: $110,000.00 - $125,000.00; bonus/equity: not...
Quantitative modeling experience
Proficiency in c++ and python
Experience with interest rate derivatives
This role is pivotal for developing strategic Interest Rate analytics libraries essential for pricing and risk management

Job Summary

  • This role is pivotal for developing strategic Interest Rate analytics libraries essential for pricing and risk management.
  • You will collaborate closely with various internal stakeholders to deliver effective solutions.
  • Citi offers competitive employee benefits including medical, dental, and wellness programs.

Matching Summary

This role is pivotal for developing strategic Interest Rate analytics libraries essential for pricing and risk management.

Salary

Base: $110,000.00 - $125,000.00; Bonus/Equity: Not specified; Benefits: Medical, dental & vision coverage; 401(k); life, accident, and disability insurance

Skills & Requirements

Must-have

  • Quantitative modeling experience
  • Proficiency in C++ and Python
  • Experience with Interest Rate Derivatives

Nice-to-have

  • Strong communication skills
  • Collaborative team environment
  • Culture of responsible finance

Key Requirements

  • Master’s or PhD in quantitative subject
  • Experience with standard rates models
  • Experience in financial sector analytics

Work Rights

Not specified

Tailored Resume

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