CrawlJobs Logo

Credit Quantitative Analyst

https://www.citi.com/ Logo

Citi

Location Icon

Location:
United States , New York

Category Icon
Category:
IT - Software Development

Job Type Icon

Contract Type:
Employment contract

Salary Icon

Salary:

175000.00 - 250000.00 USD / Year
Save Job
Save Icon
Apply Position

Job Description:

We are seeking a highly skilled and experienced VP Quantitative Analyst to join our Spread Products Credit Quant Team in New York. This is a crucial role at the forefront of our business expansion, where you will support our market-making capabilities in new and innovative credit structures. You will be responsible for the end-to-end development of sophisticated models and their high-performance implementation within our C++ library, directly impacting our trading capabilities and product offerings.

Job Responsibility:

  • Design, develop, and implement sophisticated mathematical models for credit contingent securities and numerical methods
  • Implement and maintain the models, robust and efficient numerical methods for pricing, valuation, and risk management within the existing C++ quantitative library
  • Enhance and maintain the analytics infrastructure, ensuring the high performance, accuracy, and scalability of all models
  • Collaborate closely with trading, structuring, and technology teams to understand business requirements and deliver cutting-edge quantitative solutions
  • Provide expert quantitative support to front-office teams on credit contingent securities and structures
  • Design and maintain Python-based tools and solutions to empower traders with new trade pricing, scenario analysis, and risk management capabilities
  • Conduct thorough model testing, validation, and documentation to meet rigorous internal standards and regulatory requirements
  • Work in close partnership with control functions such as Financial Control, Compliance, Model Validation, Market and Credit Risk, and Audit to ensure an appropriate governance and control infrastructure
  • Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets
  • Drive compliance with applicable laws, rules, and regulations, adhering to all policies and applying sound ethical judgment

Requirements:

  • A Master's degree or higher in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science is preferred
  • 4-5 years of experience in a comparable quantitative modeling or analytics role, ideally focused on Fixed Income Products and Markets
  • Expert-level programming skills in C++ for a production environment
  • Strong proficiency in Python for analytics, tooling, and data analysis
  • Deep understanding of probability theory, stochastic calculus, and numerical methods used to evaluate complex financial instruments
  • Solid foundation in software design principles and best practices
  • Demonstrable knowledge of fixed income markets, products and conventions as well as quantitative methods
  • Consistently demonstrates clear and concise written and verbal communication skills, with the ability to be a team player and explain complex concepts to diverse audiences
What we offer:
  • medical, dental & vision coverage
  • 401(k)
  • life, accident, and disability insurance
  • wellness programs
  • paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Additional Information:

Job Posted:
April 24, 2026

Employment Type:
Fulltime
Work Type:
On-site work
Icon
Citi - All Job Offers
Job Link Share:
Copy Link Icon
Facebook Icon Twitter Icon LinkedIn Icon

Looking for more opportunities? Search for other job offers that match your skills and interests.

Briefcase Icon

Similar Jobs for Credit Quantitative Analyst

Senior Quantitative Analyst

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to...
Location
Location
Hungary , Budapest
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Strong technical and programming skills in C++ and Python, with experience in developing complex numerical algorithms or large-scale data processing systems
  • Solid understanding of statistical and mathematical modeling techniques, including numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
  • Ability to independently problem-solve and drive solutions from conception to implementation
  • Excellent communication skills (written and verbal) with the ability to articulate complex quantitative concepts clearly and concisely to diverse audiences
  • Strong work ethic and a team player with excellent time management skills
  • Master's or PhD degree in a quantitative field (e.g., Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
  • Proven experience 3+ years in quantitative modeling and analytics, specifically within financial derivatives, risk management, or similar domains.
Job Responsibility
Job Responsibility
  • Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library, delivering high-performance, production-quality code
  • Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools to rigorously test and validate model performance
  • Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
  • Collaborate closely with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions effectively.
What we offer
What we offer
  • Competitive compensation package, including an annual salary review and discretionary performance bonus
  • Comprehensive social benefits, including premium healthcare, an award-winning pension scheme, robust life insurance, generous holiday allowance, and family support programs (e.g., competitive maternity and paternity scheme)
  • Flexible hybrid work model, blending modern office collaboration with the convenience of remote work
  • A dynamic, supportive, and inclusive work environment fostering collaboration, diversity, and professional growth, complemented by active affinity groups and social networks
  • Structured onboarding and continuous learning opportunities through extensive internal training programs, including access to platforms like Degreed
  • Significant influence on team processes and methodologies, with active encouragement for innovation and improvement ideas
  • Extensive career development and growth opportunities across Citi's global network
  • Direct exposure and collaboration with a wide range of senior stakeholders across different functions.
  • Fulltime
Read More
Arrow Right

Senior Validation Analyst - Credit Derivatives

This role sits in the credit derivatives and structured product market valuation...
Location
Location
Poland , Warsaw
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 5+ years of relevant working experience
  • Solid knowledge of credit derivatives and structured products and analytics
  • Knowledge of term structure models and industry best practices
  • Knowledge and understanding of Rates and XVA would be valuable
  • Excellent quantitative and analytic skills including stochastic calculus, Monte Carlo simulation, and numerical methods
  • Strong communication and documentation skills
  • Ability to work independently as a validator as well as collaboratively as a team player
  • Working experience of Python is strongly preferred
  • Knowledge of C++ is a plus
  • Master's Degree or equivalent in a quantitative field (e.g. Mathematics, Physics, Engineering, Quantitative Finance, Statistics) is required
Job Responsibility
Job Responsibility
  • Validate models and manage model risk related issues in credit derivatives and structured products pricing area
  • Provide effective challenge in regards to mathematical formulation, model assumptions and limitations, calibration, implementation, numerical performance, and business uses
  • Assess and quantify model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls
  • Develop independent benchmarking tools for validation purposes across the team
  • Write high-quality model validation documents in compliance with model risk management policy and procedures
  • Provide subject matter expertise to stakeholders and guidance to junior team members
  • Represent the firm in interactions with regulatory agencies
  • Contribute to strategic, cross-functional initiatives within MRM as needed
What we offer
What we offer
  • Private Medical Care Program
  • Life Insurance Program
  • Pension Plan contribution (PPE Program)
  • Employee Assistance Program
  • Paid Parental Leave Program (maternity and paternity leave)
  • Sport Card
  • Holidays Allowance
  • Sport and team recreation activities
  • Special offers and discounts for employees
  • Access to an array of learning and development resources
  • Fulltime
Read More
Arrow Right

Credit Analyst

We are offering a contract for a permanent employment opportunity for a Credit A...
Location
Location
United States , Eagan
Salary
Salary:
Not provided
https://www.roberthalf.com Logo
Robert Half
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Excellent communication skills, both verbal and written
  • Proficiency in reporting and expense reporting
  • Advanced knowledge of Microsoft Office Suite, including Excel, Word, and PowerPoint
  • Ability to understand and follow company procedures and policies
  • Familiarity with time management tools such as About Time
  • Experience in pricing and performing ad hoc financial tasks
  • Knowledge of financial regulations and accounting principles
  • Proficiency in using spreadsheets for data analysis and presentation
  • Capability to create charts and graphs for data visualization
  • Strong quantitative analysis skills and ability to interpret financial data
Job Responsibility
Job Responsibility
  • Collect and analyze financial data to generate business forecasts and economic conditions that will guide investment decisions
  • Translate data influencing investment plans such as price yield stability and future trends in investment risks
  • Create spreadsheets and construct charts and graphs to visualize technical reports
  • Utilize computer applications like Microsoft Word, Excel, and PowerPoint and other financial software to perform tasks
  • Demonstrate basic knowledge of economic and accounting principles, financial markets, and financial data reporting
  • Display understanding of federal, state, and company policies, procedures, and regulations related to accounting
  • Analyze business trends and project future revenues and expenses
  • Maintain excellent verbal and written communication skills, attention to detail, and critical thinking
  • Work independently and manage time efficiently
  • Conduct ad hoc financial analysis as needed.
What we offer
What we offer
  • medical insurance
  • vision insurance
  • dental insurance
  • life insurance
  • disability insurance
  • 401(k) plan
  • access to competitive compensation
  • free online training
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

The Market Quantitative Analysis (MQA) team is looking for a Quantitative Analys...
Location
Location
Poland , Warsaw
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector
  • Strong technical and programming skills: C++, Python
  • Ability to independently problem-solve
  • An ability to communicate advanced concepts in a concise and logical way, strong interpersonal and communication skills (verbal and writing)
  • Strong work ethic and a team player with excellent time management skills and ability to multi-task
  • MSc/PhD in a quantitative field
Job Responsibility
Job Responsibility
  • Contribute to counterparty credit risk models and their analytics library
  • Write production-quality code
  • Develop methodologies, algorithms, and diagnostic tools for testing model performance
  • Analyse and provide comprehensive explanation of model outputs to internal and external clients
  • Collaborate closely with risk quantitative analysts, technology professionals and structurers
What we offer
What we offer
  • Competitive salary connected with annual salary review and discretionary annual performance bonus
  • Social benefits (private healthcare, award winning pension scheme, multisport, life insurance, holiday allowance, anniversary program, competitive maternity and paternity scheme)
  • Hybrid model of work – from modern offices and from home, flexible working hours
  • Working in a friendly, dynamic, supportive and diverse environment – including multiple affinity and social networks & voluntary activities to engage with
  • Structured onboarding process and extensive training offering (e.g. including Udemy, Degreed)
  • Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas
  • Unlimited development opportunities within Citi global network
  • Exposure to a wide range of internal stakeholders as well as to senior management
  • Fulltime
Read More
Arrow Right

Credit Analyst

The Global Network Business Unit (GNB Unit) is an integral part of the Instituti...
Location
Location
Brazil , São Paulo
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Interpersonal skills, with the ability to build relationships
  • Organizational skills with ability and willingness to work under pressure and manages time and priorities effectively
  • Strong written and verbal communication skills, with the ability to communicate clearly and concisely to audiences of varying levels of seniority
  • Microsoft Office (Word, Excel, and PowerPoint) skills
  • Knowledge of basic financial concepts (e.g. liquidity position, profitability metrics, leverage profile) and macro-economy
  • Bachelor's/University degree in Business Administration, Engineering, Accounting, International Relations or equivalent
  • English fluency is required
Job Responsibility
Job Responsibility
  • Assess the credit and financial strength of Citi's clients by performing fundamental credit analysis of those clients using both quantitative and qualitative factors
  • Complete credit analysis write-up memos and internal ratings of Citi's clients based on independent assessment and industry knowledge to provide appropriate extensions of credit remaining within Risk appetite
  • Continuous monitoring of the covered portfolio, including following industry trends, impacts to key relationships, and escalation of potential credit
  • Partnership with applicable stakeholders in ICM UW, Banking and Risk in the implementation of credit assessment and monitoring standards for applicable portfolios
  • Strong understanding of internal credit policy and procedures, proactively referring to resources as needed
  • Actively contribute to meetings, asking questions and challenging ideas
  • Display a deep commitment and positive attitude to Citi and colleagues and an eager to do more
  • Fulltime
Read More
Arrow Right

Sr Analyst, Credit Risk Management

Join T-Mobile's dynamic Credit Risk Management team as a Senior Analyst in Strat...
Location
Location
United States , Overland Park
Salary
Salary:
Not provided
https://www.t-mobile.com Logo
T-Mobile
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 5+ years of quantitative analytic modeling experience or comparable process management experience
  • BA/BS in Finance, Economics, Mathematics, Industrial Engineering, Statistics or related degree required
  • Basic proficiency in SQL, Python, R or other statistical software packages required
  • Outstanding computer skills in Excel, Word, PowerPoint required
  • Strong communication (spoken and written), organization and presentation skills
  • Proven time management skills and awareness of project management methods
  • Legally authorized to work in the United States
  • At least 18 years of age
Job Responsibility
Job Responsibility
  • Apply statistical segmentation techniques to identify new opportunities
  • Perform sophisticated qualitative and quantitative analysis of credit policies to ensure financial goals are being attained
  • Develop predictive financial and analytical models using the appropriate statistical methodologies, including trend and regression analysis
  • Participate and perform the analysis of new data and statistical products by external vendors
  • Perform loss forecasting analysis
  • Extract, process and transform data from multiple disparate sources
  • analyzing credit bureau data and alternative credit data
  • Deliver work output with full awareness and adherence to project timelines or agreed upon deadlines
What we offer
What we offer
  • Medical, dental and vision insurance
  • Flexible spending account
  • 401(k)
  • Employee stock grants
  • Employee stock purchase plan
  • Paid time off
  • Up to 12 paid holidays
  • Paid parental and family leave
  • Family building benefits
  • Back-up care
  • Fulltime
Read More
Arrow Right

Underwriting Credit Analyst

Underwriting Credit Analyst is responsible for owning the Credit Risk Analysis f...
Location
Location
Kenya , Nairobi
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Demonstrable financial services experience, including 0-3 years of credit experience in Banking, Credit Risk Management or equivalent credit experience
  • Ability to understand Citi policies and procedures with the ability to execute change seamlessly
  • Intermediate analytical skills, including an understanding of key financial components like liquidity position, leverage profile with the ability to identify root causes and trends and anticipate horizon issues
  • Assists colleagues in identifying stretch opportunities to elevate individual and team performance
  • Interpersonal skills, with the ability to build relationships and exert influence with and without direct authority
  • Organizational skills with ability and willingness to work under pressure and manages time and priorities effectively
  • Written and verbal communication skills, with the ability to communicate clearly and concisely to audiences of varying levels of seniority
  • Microsoft Office (Word, Excel, and PowerPoint) skills.
Job Responsibility
Job Responsibility
  • Assess the credit and financial strength of Citi’s Corporate Clients based in Sub-Saharan Africa by performing fundamental credit analysis of counterparties using both quantitative and qualitative factors
  • Complete Credit Analysis Write-up Memos and assign internal ratings based on independent assessment and judgement completed on the due diligence of the client and industry knowledge to provide appropriate extensions of credit remaining within Risk appetite
  • Continuous monitoring of the covered portfolio, including following industry trends, impacts to key relationships, and escalation of potential credit issues to Senior Underwriters, Risk and Banking partners
  • Partnership with applicable regional and industry stakeholders in Banking and Independent Risk in the implementation of credit assessment and monitoring standards for applicable portfolios.
What we offer
What we offer
  • Global benefits designed to support your well-being, growth and work-life balance
  • Fulltime
Read More
Arrow Right

Quantitative Analyst

The Market Quantitative Analysis (MQA) team is seeking a Quantitative Analyst to...
Location
Location
Poland , Warsaw
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Strong technical and programming skills in C++ and Python
  • Experience in developing complex numerical algorithms or large-scale data processing systems
  • Solid understanding of statistical and mathematical modeling techniques
  • Knowledge of numerical methods, stochastic calculus, Monte-Carlo techniques and statistical inference
  • Ability to independently problem-solve and drive solutions from conception to implementation
  • Excellent communication skills (written and verbal)
  • Strong work ethic and team player with excellent time management skills
  • Master's or PhD degree in a quantitative field (Mathematics, Physics, Statistics, Financial Engineering, Computer Science)
  • 5+ years experience in quantitative modeling and analytics within financial derivatives or risk management
Job Responsibility
Job Responsibility
  • Develop, enhance, and maintain counterparty credit risk models and their underlying analytics library
  • Design and implement robust methodologies, advanced algorithms, and sophisticated diagnostic tools
  • Interpret complex model outputs and communicate comprehensive insights to internal stakeholders and external clients
  • Collaborate with risk quantitative analysts, technology professionals, and structurers to integrate models and solutions
What we offer
What we offer
  • Private healthcare
  • Award winning pension scheme
  • Multisport
  • Life insurance
  • Holiday allowance
  • Anniversary program
  • Competitive maternity and paternity scheme
  • Hybrid model of work
  • Flexible working hours
  • Structured onboarding process
  • Fulltime
Read More
Arrow Right
Remote jobs Jobs by Category
Art and Entertainment Jobs Banking Jobs Call Center Jobs Construction Jobs Consulting Jobs Customer Service Jobs Education Jobs Energy Jobs Finance Jobs Gastronomy Jobs Health and Beauty Jobs Hospitality and Tourism Jobs Human Resources Jobs Insurance Jobs IT - Administration Jobs IT - Software Development Jobs Legal Jobs Logistics Jobs Manufacturing Jobs Marketing, Digital Marketing, SEO, SEM Jobs Media Jobs Nursing Jobs Office Administration Jobs Pharmacy Jobs Physical Work Jobs Public Relations Jobs Public Sector Jobs Purchasing Jobs Quality Control Jobs Real Estate Jobs Research and Development Jobs Sales Jobs
Job Positions Jobs by Country
United States Jobs United Kingdom Jobs India Jobs Canada Jobs Australia Jobs Germany Jobs Ireland Jobs Poland Jobs
Company
Blog Salaries Tools About Us FAQ Contact
Follow Us
Facebook
X (Twitter)
LinkedIn
Instagram
CrawlJobs Group
ITFlashcards AllDevBlogs
© 2026 CrawlJobs Ltd. All Rights Reserved
Terms & Conditions Privacy Policy