Hybrid Quant VP: Interest Rate Derivatives

Citigroup Inc. is seeking a strategic and skilled Quantitative Analyst with expertise in Interest Rate Derivatives to join their London team. This critical role involves developing pricing models and analytics libraries, collaborating with traders and various control functions to ensure compliance.

The ideal candidate will have a Master's or PhD in a quantitative field, alongside strong programming skills in C++ and Python. Citi offers a hybrid work model, competitive salary, and a comprehensive benefits package including generous holidays and private medical insurance.