Director of Quantitative Development — Rates Analytics

Citi; New York (NY); On-site; USD 180,000 - 280,000; Full time

Job summary

Citi is seeking a Quantitative Developer Director in New York to lead analytics and MI data preparation for senior management. The role focuses on fast, accurate data delivery across multiple teams, including Quants, IT, and trading desks, with a strong emphasis on governance and risk-aware decision making.

The successful candidate will combine advanced programming skills in Python and C++ with deep quantitative insight to drive strategic reporting and scenario analysis in a fast-paced financial

Qualifications

• 10 years of relevant experience.
• Excellent Python and C++ programming skills.
• Experience working with Rates product is desirable.
• Masters or PhD in Maths, Physics, Engineering or similar degree.
• Ability to clearly communicate progress to non-technical clients.
• Ability to focus on major projects and deliver promptly.

Responsibilities

• Create, implement, and support analytics and testing for Markets Front Office Interest Rates.
• Leverage Python and C++ and other methodologies to develop MI data.
• Collaborate with Citi control functions to ensure governance and control.
• Prototype ideas quickly while maintaining data integrity for quick turnaround.
• Promote responsible finance, governance, and ethics in the team.
• Assess risk/reward of transactions and communicate implications to stakeholders.

Skills

Python

C++

Communication

Quantitative analysis

Education

Master's or PhD in Maths/Physics/Engineering

Job description

Citi is seeking a Quantitative Developer Director in New York to lead analytics and MI data preparation for senior management. The role focuses on fast, accurate data delivery across multiple teams, including Quants, IT, and trading desks, with a strong emphasis on governance and risk-aware decision making.

The successful candidate will combine advanced programming skills in Python and C++ with deep quantitative insight to drive strategic reporting and scenario analysis in a fast-paced financial