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. The role involves developing fixed income models, contributing to new techniques, conducting tests, building data mining tools, and supporting trading desks.

Job Responsibility:

Develop fixed income models used by trading professionals to trade, hedge, and risk-manage Local Market Rate financial instruments including government bonds and interest rate swaps
Contribute to the development of new techniques and the improvement of processes and workflow
Conduct extensive tests on the performance of new models or new features developed
Build, configure, and maintain nominal yield curves and inflation curves
Build data mining tools to analyze past prices, risks, and performance of financial instruments and portfolios
Develop algorithms to forecast the behavior of financial markets in the future which will be used to trade, risk manage, and hedge emerging market rate instruments
Support daily operations of Local Markets Trading desks
Evaluate moderately complex and variable issues with substantial potential impact, where developing an approach or taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information

Requirements:

Bachelor’s degree, or foreign equivalent, in Computer Science, Mathematics in Finance, Statistics, or a related field, and three (3) years of experience in the job offered or in a related quantitative occupation performing modeling activities
Designing, developing, and implementing quantitative models for a financial services business leveraging a range of statistical and numerical tools and methods including Monte Carlo and Historical Simulation
Utilizing C++ and Python as core programming languages for model development and testing
Writing model documentation including model design, model usage, and ongoing testing techniques
Building data mining tools for analyzing large amounts of data in Python
Supporting daily operations and risk management of Trading desk
Working with teams including Model Validation, Market Risk, and IT
In the alternative, Master’s degree, or foreign equivalent, in Computer Science, Mathematics in Finance, Statistics, or a related field, and one (1) year of experience in the job offered or in a related quantitative occupation performing modeling activities

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:
July 31, 2025

Expiration:
September 12, 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