Quantitative Analyst, Citi

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

200000.00 - 250000.00 USD / Year

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Job Description:

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location to engineer and enhance trading infrastructure, strategies, and models for automated market making and risk management in Corporate Bonds, ETFs, and related markets, using technologies such as Python, C++, Kdb+, Q, R, and SQL. Responsibilities include model development, infrastructure design, optimization, and production deployment.

Job Responsibility:

Engineer new and enhance existing trading infrastructure, strategies, and models for automated market making and risk management in Corporate Bonds, Exchange Traded Funds (ETF), Specified Pools, and other upcoming trading strategies in the U.S. and EMEA markets
build technological infrastructure, including code base, testing framework, and the daily calibration processes
identify potential areas for optimization and performance enhancements
roll out models and strategies to production in Linux and other distributed systems, such as Elastic Container Service (ECS)
design and develop efficient infrastructure and algorithms utilizing Python, C++, Kdb+, Q, R, and SQL to host multiple trading models and strategies
conduct extensive profiling of models and improve efficiency based on performance results
perform exhaustive code reviews in tools including GIT and BitBucket and maintain overall code quality.

Requirements:

Master’s degree, or foreign equivalent, in Operations Research, Mechanical Engineering, Computer Science, or a related field
five (5) years of experience in a related quantitative occupation developing algorithms within the financial services industry
developing and debugging financial algorithms and infrastructure using languages including Python, C++, Kdb+/Q, R, and SQL
performing credit quantitative model development, testing, and production roll out using continuous testing and deployment tools including TeamCity
working on pricing and risk management libraries involving Corporate Bonds and Exchange Traded Funds (ETF)
rolling out models and strategies to production in Linux and other distributed systems including Elastic Container Service (ECS) and Simple Storage Service (S3)
conducting performance profiling and optimization of Python code using tools including cProfile
debugging and reviewing trading strategies and back tests using knowledge of NAM and EMEA bond markets and software engineering concepts.

What we offer:

Medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages including planned time off, unplanned time off, and paid holidays
discretionary and formulaic incentive and retention awards.

Additional Information:

Job Posted:
October 14, 2025

Expiration:
November 21, 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