Senior XVA Quant – Rates & Derivatives
Listed on 2026-10-11
-
Finance & Banking
Risk Manager/Analyst, Trading - Equity / Derivatives / Quantitative, Financial Analyst
Citi in London seeks a Quantitative Analyst to join the Rates XVA desk. You will design and build pricing and risk models for derivatives, blending advanced mathematics with high-performance software engineering to impact valuation and risk across trading portfolios.
The role sits in a hybrid environment, collaborating with traders, structurers and technologists to deliver scalable quantitative solutions while upholding governance and regulatory standards.
This posting is for the Senior XVA Quant – Rates & Derivatives role at Citi, based in Greater London, England, United Kingdom.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the Senior XVA Quant – Rates & Derivatives role in the description above.
We appreciate your interest in this position.
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).