AVP Quantitative Analytics Lead

Citi; Hong Kong; On-site; HKD 900,000 - 1,200,000; Full time

Job summary

Citi is seeking a seasoned Quantitative Analyst to develop analytics libraries for pricing and risk management and to create quantitative models for the trading business. The role requires collaboration with Traders, Structurers, and technology teams, with governance oversight from Legal, Compliance and Risk functions.

The ideal candidate will have 5–8 years in quantitative analytics, strong programming skills in C#/.NET, C++, SQL, and experience with market data, statistics, and software design.

Qualifications

• 5-8 years of experience in a comparable quantitative modeling or analytics role in finance
• Strong programming skills in C#/.NET, C++, SQL
• Experience with pricing and risk analytics
• Excellent communication skills and ability to collaborate with traders and technologists

Responsibilities

• Develop analytics libraries for pricing and risk-management
• Create, implement, and support quantitative models for trading using advanced math and CS methods
• Collaborate with Traders, Structurers, and technology professionals
• Work with governance functions (Legal, Compliance, Risk, Audit, Finance) to ensure controls and oversight
• Promote responsible finance, governance, and risk-aware decision making

Skills

C# .NET

SQL

C++

Python

Java

Software design

Statistics

Market data

Education

Bachelor’s degree

Tools

Hardware acceleration

Job description

Citi is seeking a seasoned Quantitative Analyst to develop analytics libraries for pricing and risk management and to create quantitative models for the trading business. The role requires collaboration with Traders, Structurers, and technology teams, with governance oversight from Legal, Compliance and Risk functions.

The ideal candidate will have 5–8 years in quantitative analytics, strong programming skills in C#/.NET, C++, SQL, and experience with market data, statistics, and software design.