Quantitative Analyst, Citi

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

160000.00 - 175000.00 USD / Year

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Job Description:

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location to design, build, and refine robust solutions for pricing, risk management, and portfolio optimization using KDB/Q. Work includes analyzing large sets of market and trade data, conducting portfolio optimization and risk management methodologies, and designing web applications for monitoring PnL and market risk. The role also involves collaborating with technology professionals to test models, assess risks, and support production issues.

Job Responsibility:

Design, build, and refine robust solutions for pricing, risk management, and portfolio optimization using KDB/Q to facilitate and improve execution of client flows
Analyze large sets of market and trade data for use in analysis of price movements and trading volumes to improve pricing and risk dynamics
Conduct portfolio optimization and risk management methodologies and perform order flow analysis
Work on the real-time estimate of transaction cost for pricing incoming flow, inventory optimization, and post-trade analysis
Implement and maintain web applications that allow for real-time monitoring and management of PnL and market risk across different portfolios for various equity desks
Build libraries and risk tools for risk attribution analysis, allowing traders and quants to run custom scenarios, analyze portfolio risk, and view real-time performance metrics
Update model documents, assess and track model performance and potential risks, and communicate with Model Risk Management team to ensure models are properly validated
Collaborate with technology professionals to test and deploy models and provide production support by identifying the root cause of issues

Requirements:

Master’s degree, or foreign equivalent, in Mathematics, Statistics, Computational Finance, or a related field, and 2 years of experience in the job offered or a related quantitative occupation performing data analysis and modeling activities
Performing algorithmic trading within the financial services industry for implementation and maintenance of pricing and risk models
Performing data analysis on large-scale financial databases using KDB/Q, and building scalable, robust solutions
Developing market making and liquidity facilitation automated trading strategies, and market impact and trading cost models to improve execution efficiency, reduce market impact, and develop low-latency system
Utilizing statistical models to conduct signal research and alpha generation for pricing and hedging purposes
Utilizing large scale KDB database to analyze market microstructure and back test massive datasets including order level data and execution analytics to identify trade patterns and trade opportunities
Utilizing optimization models to facilitate systematic portfolio management
Improving analytics and automation tools including scheduled jobs and web applications using Python, JavaScript, Linux/bash scripting, and KDB/Q and creating and maintaining database tables and reports

What we offer:

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages including vacation, sick leave, and paid holidays

Additional Information:

Job Posted:
June 14, 2025

Expiration:
July 30, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Quantitative Analyst

Citi

Location:United States, New York

Category:Finance

Contract Type:Employment contract