IR Derivatives Quant — Pricing & Analytics Expert

Citigroup Inc.
New York, US
On-site

Job Description

A leading financial institution is seeking a highly skilled Quantitative Analyst specializing in Interest Rate Derivatives in New York. This role involves developing pricing models and collaborating closely with trading desks and risk management functions. The ideal candidate will have a strong quantitative background, excellent programming skills in C++ and Python, and a Master's or PhD in a relevant field. Competitive salary and employee benefits package offered, along with a supportive work environment.

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Skills & Requirements

Technical Skills

C++PythonQuantitative analysisInterest rate derivatives

Employment Type

FULL TIME

Level

senior

Posted

4/11/2026

Apply Now

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