Quantitative Analyst - Interest Rate Derivatives, Avp

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Base: €125,000.00 - €150,000.00; bonus/equity: not...
Expertise in interest rate derivatives
Strong programming skills in c++ and python
Experience with quantitative modeling
This role involves developing and enhancing analytics libraries for pricing and risk management of Interest Rate Derivatives

Job Summary

  • This role involves developing and enhancing analytics libraries for pricing and risk management of Interest Rate Derivatives.
  • You will collaborate closely with Traders, Structurers, and technology professionals to deliver effective solutions.
  • This strategic position offers significant opportunities for professional development within Citi's global Markets Quantitative Analysis team.

Matching Summary

This role involves developing and enhancing analytics libraries for pricing and risk management of Interest Rate Derivatives.

Salary

Base: €125,000.00 - €150,000.00; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Expertise in Interest Rate Derivatives
  • Strong programming skills in C++ and Python
  • Experience with quantitative modeling

Nice-to-have

  • Excellent communication skills
  • Collaborative team player
  • Passion for responsible finance

Key Requirements

  • Master’s or PhD degree in a relevant quantitative subject
  • Strong experience in quantitative modeling
  • Expertise with standard rates models

Work Rights

Not specified

Tailored Resume

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