ABS Quantitative Analyst AVP — Hybrid NYC

Citi; New York (NY); Híbrido; USD 150.000 - 175.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Hybrid work model

Professional development opportunities

Financial wellbeing programs

Family and personal wellbeing programs

Vacation and sick leave

Descripción de la vacante

Citi is seeking an Asset-Backed Securities Quantitative Analyst in New York to build analytics libraries and develop Basel and CCAR capital models for ABS facilities backed by auto and personal loans.

You will work closely with bankers, structurers, and technology teams, applying Python, SQL, and statistical methods to risk and capital decisions in a hybrid, global markets environment.

Formación

• 1–3 years in quantitative modeling or analytics in financial services.
• Strong programming and statistical fundamentals for risk modeling.
• Experience with Python, SQL, and C++ in model development.

Responsabilidades

• Build and maintain analytics libraries for credit analysis of ABS.
• Develop and implement quantitative models for ABS financing and securitization.
• Design Basel and CCAR capital models for collateralized facilities.
• Collaborate with traders, structurers, and technology teams on quantitative solutions.
• Work with risk, audit, model risk, and finance to maintain governance.

Conocimientos

Python

SQL

C++

Git & AI tools

Statistics & probability

Market data analysis

Investments knowledge

Communication skills

Educación

Postgraduate degree or equivalent in a quantitative field

Herramientas

Git

Github Copilot

Descripción del empleo

Citi is seeking an Asset-Backed Securities Quantitative Analyst in New York to build analytics libraries and develop Basel and CCAR capital models for ABS facilities backed by auto and personal loans.

You will work closely with bankers, structurers, and technology teams, applying Python, SQL, and statistical methods to risk and capital decisions in a hybrid, global markets environment.