AVP Quantitative Analyst — Hybrid (Equity Derivatives)

Citi; New York (NY); Hybrid; USD 109,120 - 163,680; Full time

Benefits offered by this job

Medical benefits

401(k)

Life, disability insurance

Wellness programs

Paid time off

Job summary

Citi is seeking a Quantitative Analyst for its Markets Quantitative Analytics team in North America. You will build and deploy analytics, models, and tools across the Flow Equity Derivatives desks and work at the intersection of research and live trading.

You will develop pricing, hedging, and risk tools used in real-time decisions, collaborating with traders and technology teams. A strong foundation in quantitative methods and programming is required.

Qualifications

• Up to 3 years of experience in quantitative modelling or analytics.
• Proficiency in Python in a structured development environment.
• Programming in C++ for performance-sensitive work.
• Knowledge of financial models for options and derivatives pricing.
• Statistical and machine learning techniques for data analysis.
• Numerical methods and optimization for model calibration.
• Foundational knowledge of flow equity derivatives including options and VIX.
• Clear communication to traders, technologists and control functions.

Responsibilities

• Build real-time pricing and risk analytics libraries for flow equity derivatives.
• Develop models for volatility surface construction and option fitting.
• Design auto-quoting and robo-hedging strategies for faster execution.
• Apply ML and reinforcement learning to quantitative problems.
• Collaborate with traders and technology teams to translate requirements into production solutions.
• Adhere to software development standards across the model lifecycle.
• Coordinate with Legal, Compliance, Risk, Audit, and Finance for governance.

Skills

Python

C++

Mathematical finance

Statistics

Machine learning

Time-series analysis

Optimization

Communication

Education

Master's degree in Mathematics/Physics/Engineering/CS

Tools

Python

C++

Job description

Citi is seeking a Quantitative Analyst for its Markets Quantitative Analytics team in North America. You will build and deploy analytics, models, and tools across the Flow Equity Derivatives desks and work at the intersection of research and live trading.

You will develop pricing, hedging, and risk tools used in real-time decisions, collaborating with traders and technology teams. A strong foundation in quantitative methods and programming is required.