AVP Capital Analytics Quant - Hybrid Trading Insights

Citi; New York (NY); Hybrid; USD 150,000 - 190,000; Full time

Benefits offered by this job

Flexible hybrid working

Job summary

Citi's Capital Analytics team seeks a Markets Quantitative Analyst - AVP to build and optimize cross-asset models that drive capital decisions across global trading desks. You will partner with traders and quants to deliver actionable insights and scalable analytics in Python and C++.

This role sits at the nexus of analytics, technology and front-office decision making. You’ll work on large data sets, improve model accuracy, and influence pricing, balance sheet usage, and risk-adjusted returns.

Qualifications

• Master's or PhD in a quantitative field.
• Experience building quantitative models in financial markets.
• Strong programming in Python and/or C++.
• Foundation in probability, statistics and numerical methods.
• Ability to explain quantitative concepts to technical and business stakeholders.

Responsibilities

• Develop and enhance cross-asset quantitative models used to measure and optimise capital across global trading businesses
• Build analytical frameworks supporting pricing, balance sheet optimisation, and capital-efficient trade structuring
• Partner closely with traders, structurers, and quantitative analysts to deliver actionable insights
• Design and implement scalable Python and C++ analytics used across trading, risk, and capital management platforms
• Work on large datasets and complex portfolios to improve modelling accuracy, performance, and efficiency
• Contribute throughout the full model lifecycle, from research through production support

Skills

Strong quantitative background

Python

C++

Statistics

Communication skills

Education

Master's or PhD in Mathematics/Physics/Engineering/CS/Quant Finance

Tools

Python

C++

Job description

Citi's Capital Analytics team seeks a Markets Quantitative Analyst - AVP to build and optimize cross-asset models that drive capital decisions across global trading desks. You will partner with traders and quants to deliver actionable insights and scalable analytics in Python and C++.

This role sits at the nexus of analytics, technology and front-office decision making. You’ll work on large data sets, improve model accuracy, and influence pricing, balance sheet usage, and risk-adjusted returns.