Quantitative Analyst, Citi

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

150000.00 - 175000.00 USD / Year

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Job Description:

The Quantitative Analyst is a seasoned professional role that applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes for the Equity Derivatives Pricing library as a member of the Quant Dev team. The team is actively involved in the day to day development of the core library used by the Product Quant team to develop models used by Trading, Risk Managers and Cross Asset functions.

Job Responsibility:

Develop analytics libraries used for pricing and risk-management
Create, implement, and support quantitative models for the trading business
Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
Collaborate closely with Traders, Structurers, and technology professionals
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
Assess risk/reward of transactions when making business decisions
Adhere to Citi's Code of Conduct and policies
Development of the core pricing library and architectural design of the library
Advising product quants on c++ and python coding
Development of the testing framework
Optimize pricing execution to minimize memory and maximize speed
Partner with technology to develop quality interfaces to library

Requirements:

5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
Technical/programming skills: C# .Net, SQL and C++
Exposure to Market Data
Statistics and Probability based calculations
Using probability theory to evaluate the risks of complex financial instruments
Software design and principles
Product knowledge
Investments and Quantitative Methods
Clear and concise written and verbal communication skills
Bachelor's/University degree or equivalent experience

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:
November 21, 2025

Expiration:
November 27, 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