Quantitative Analyst, Citi

Quantitative Analyst

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Not provided

Salary:

175000.00 USD / Year

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Job Description:

Citigroup Global Markets Inc. seeks a Quantitative Analyst, AVP to develop libraries for financial assets pricing and risk management, perform quantitative analysis in volatility modeling and hedging, and design quantitative applications for institutional trading business.

Job Responsibility:

Develop libraries for financial assets pricing and risk management using C++ and Python
Create, extend and maintain quantitative software library documentation
Develop new unit tests
Conduct regression testing
Develop dashboards and other reporting tools for regulatory and internal use
Perform independent quantitative analysis in volatility modeling and hedging
Utilize quantitative analytical skills for financial product modeling and structuring
Utilize traditional and novel data science methods for trading data analysis
Design quantitative applications and algorithms for volatility risk and hedging

Requirements:

Master's degree in Finance, Business Administration, Mathematics, Engineering, or related field
3 years of experience as a Quantitative Analyst, Auditor, Financial Risk Specialist, or related position
C++ and Python programming languages
Quantitative libraries development, unit testing, and documentation
Financial mathematics
Volatility risk and hedging model development and production issue handling including bug fixing
Statistics and probability theories
Statistical and machine learning modelling for market data analysis
Volatility surface fitting algorithms and optimization
Knowledge of Flow and Volatility Equity Derivatives and their modeling approaches

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
Discretionary and formulaic incentive and retention awards

Additional Information:

Job Posted:
September 16, 2025

Expiration:
October 27, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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