Quantitative Analyst, Citi

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

225000.00 - 250000.00 USD / Year

Save Job

Apply Position

Job Description:

Citigroup Global Markets Inc. seeks a Quantitative Analyst, VP for its New York location. The role involves developing quantitative models and tools for Fixed Income Finance business, optimizing risk and performance metrics, and building automated trading systems.

Job Responsibility:

Calculate itemized attribution of Risk Weighted Asset, G-SIB score, and return on Tangible Common Equity for Fixed Income Finance business
Develop tools and strategies to analyze and optimize risk and performance metrics
Apply mathematical optimization methodologies to strategize balance sheet utilization
Build auto pricing platform in Java for government security Repurchase Agreement market RFQs
Design and develop automated system for pricing, market analysis, and risk management
Design and implement full-stack system with Python and JavaScript for trading analytics
Create, implement, and support quantitative models for Fixed Income trading business
Design database structures and write SQL and KDB queries
Collaborate with stakeholders including Fixed Income Market Traders, Sales teams, Structurers
Provide analytical support to develop and implement effective solutions
Partner with control functions to ensure appropriate governance and control infrastructure

Requirements:

Master's degree in Financial Engineering, Financial Mathematics, or related quantitative field
4 years of experience as a Quantitative Analyst or related position performing quantitative statistical modeling and data analysis
Experience calculating return on Tangible Common Equity for Fixed Income Finance business
Experience applying statistical methods including linear programming and time series analysis
Experience with Convex Optimization, Monte-Carlo methods, Bayesian estimation, Stochastic modeling, Local Volatility model
Experience developing multi-asset derivative pricing model, risk assessment, and portfolio optimization
Experience developing algorithmic trading system for fixed income securities
Experience with capital charges and margin posting optimization
Proficiency in Python and JavaScript on Windows and Linux systems
Full stack software development using parallel and distributed computing with object-oriented principles
Experience developing front-end UI in JavaScript and API in Python
Experience with quantitative model validation
Experience writing SQL and KDB/Q queries with performance optimization
Proficiency in Python, C++, JavaScript, Q language in KDB+ database

What we offer:

Medical, dental & vision coverage
401(k)
Life, accident, and disability insurance
Wellness programs
Paid time off including vacation, sick leave, and paid holidays
Discretionary and formulaic incentive and retention awards

Additional Information:

Job Posted:
September 27, 2025

Expiration:
November 07, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

View All Jobs In This Company

Job Link Share:

Quantitative Analyst

Citi

Location:United States, New York

Category:Finance

Contract Type:Employment contract