Senior Quantitative Analyst — Pricing & Risk Modeling

Citi; Hong Kong; On-site; HKD 900,000 - 1,300,000; Full time

Job summary

Citi in Hong Kong seeks a seasoned Quantitative Analyst to design analytics libraries for pricing and risk management, and to develop models for the trading business using C++, C#, Python, SQL and related tools. You will collaborate with Traders, Structurers and technology teams to implement scalable, robust analytics.

The role requires 5–8 years in quantitative modeling, strong programming skills, and clear communication.

Qualifications

• 5-8 years of experience in a comparable quantitative modeling or analytics role in finance.
• Strong programming skills; C#/.Net, SQL and C++ exposure to market data; statistics and probability based calculations.

Responsibilities

• Develop analytics libraries used for pricing and risk-management.
• Create, implement, and support quantitative models for the trading business using a wide range of mathematical and CS methods and tools.
• Collaborate with Traders, Structurers, and technology professionals; ensure governance with Legal, Compliance, Risk, Audit, and Finance.

Skills

C# .Net

SQL

C++

Education

Bachelor’s degree

Tools

Python

kdb

Java

Job description

Citi in Hong Kong seeks a seasoned Quantitative Analyst to design analytics libraries for pricing and risk management, and to develop models for the trading business using C++, C#, Python, SQL and related tools. You will collaborate with Traders, Structurers and technology teams to implement scalable, robust analytics.

The role requires 5–8 years in quantitative modeling, strong programming skills, and clear communication.