Quantitative Analyst - Interest Rate Derivatives, Associate Level

Work From Home With CiCi

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 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 various internal stakeholders to ensure robust and compliant solutions.
  • Citi offers competitive employee benefits, including medical, dental, and wellness programs.

Matching Summary

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

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
  • Ability to collaborate with stakeholders
  • Passion for 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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