Quantitative Analyst – Linear Rates Quants, VP > Joboolo FR :

Social network you want to login/join with:

col-narrow-left

11188 Citibank Europe plc France

Paris, France

Finance

Yes

col-narrow-right

8dcc038a2e59

2

03.05.2025

17.06.2025

col-wide

Are you looking for a career move that will put you at the heart of a global financial institution?
Then bring your skills in Interest Rates modelling, problem solving, and communication with Front Office business clients to the Linear Rates Quants team.

By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview:

The Linear Rates Quants team is a global team with presence in New York, London, Tokyo, Singapore, Mexico City, Budapest, supporting business clients worldwide in both Developed and Emerging Markets.


This established team within the Markets Quantitative Analysis organization builds pricing models for a wide range of Flow Interest Rate products, data analysis tools for business users, and fundamental yield curve models used across the bank by all asset classes.

What you will do:

1. Establish the Interest Rates Quants presence in the Paris office.


2. Work with Rates Flow traders to assist with the usage of Quant models.


3. Communicate with business stakeholders on daily support issues and strategic projects.


4. Collaborate with team members in other locations on new model development and enhancements.


5. Interact with Quant teams in other asset classes on cross-asset initiatives.

What we’ll need from you:

• Experience with Flow Interest Rates products:
  
  
  sovereign bonds, swaps, basis swaps, FX, and exchange-traded products.


• Working knowledge of yield curve construction, especially in a multi-index context.


• Modeling the impact of basis effects on Interest Rates products valuation:
  
  
  OIS, tenor basis, cross-currency basis, clearing house, and bilateral basis.


• Proficiency in C++ and Python.


• Data analysis, optimization, statistics, and numerical methods skills are a plus.


• Excellent presentation and communication skills.


• PhD or Master’s degree.

What we can offer you:

This role offers the opportunity to be the face of the global Rates Quants team in front of business users in Paris.


You’ll work directly with trading desks on daily challenges and gain in-depth knowledge of Rates operations at Citi.

Joining Citi Paris means working in a business casual environment with a hybrid work model (up to 2 days remote per week), a competitive base salary (reviewed annually), and various benefits supporting your well-being and that of your family.

Citi is committed to creating an inclusive workplace where everyone feels comfortable bringing their whole self to work.


We seek the best talent worldwide to energize, motivate, and empower our team members.

If Citi has everything you need, apply now to discover your full potential.