Job Description
Are you a strategic and highly skilled Quantitative Analyst with a recognized technical authority in Interest Rate Derivatives? Citi is seeking an experienced professional to join our team, working closely with Trading, Sales, Structuring, and Risk & Control Functions. This pivotal role involves contributing to directional strategy and applying your expertise to pricing model development within our strategic Interest Rate analytics library.
**Team/Role Overview:**
This role is for an Interest Rate Derivatives Option Quant, you will be a key contributor to the development of our strategic Interest Rate analytics library, which is essential for supporting pricing and risk management activities across the business. Your work will involve close collaboration with the trading desks to develop novel risk management and market making tools.
**What You'll Do:**
+ Develop and enhance analytics libraries used for pricing and risk management of Interest Rate De...
**Team/Role Overview:**
This role is for an Interest Rate Derivatives Option Quant, you will be a key contributor to the development of our strategic Interest Rate analytics library, which is essential for supporting pricing and risk management activities across the business. Your work will involve close collaboration with the trading desks to develop novel risk management and market making tools.
**What You'll Do:**
+ Develop and enhance analytics libraries used for pricing and risk management of Interest Rate De...