Are you looking to apply your quantitative skills in a high-impact, front-office environment? Citi’s XVA Quantitative Analytics team is seeking an AVP-level Quant to help shape and deliver pricing and risk models across our global Rates business.

This is an opportunity to work at the intersection of trading, risk, and technology—developing models that directly influence trading decisions, capital allocation, and balance sheet management.

At Citi, you’ll be part of a global organisation committed to innovation, collaboration, and delivering real-world financial impact.

**What you’ll do**

+ Build and enhance XVA models (CVA, FVA, MVA, etc.) for interest rate derivatives, supporting accurate pricing and risk management
+ Develop and maintain quantitative libraries used across trading and risk systems
+ Work closely with traders, senior quants, and technology teams to deliver scalable, production-ready solutions
+ Implement Monte Carlo simulatio...