Senior XVA Quant – Rates & Derivatives

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.

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