Director, Quantitative Analytics - Prime Services Delta One

Citibank (Switzerland) AG; New York (NY); Hybrid; Confidential; Full time

Job summary

Citibank (Switzerland) AG in New York seeks a Director-level Quantitative Analyst for Prime Services & Delta One to build pricing and risk analytics. You will design models and GenAI-powered tools to support trading, pricing, and risk decisions.

Responsibilities include developing analytics libraries, implementing pricing models with Monte Carlo methods and PDE, and collaborating with traders, risk, and technology teams while upholding Citi's governance and compliance standards.

Qualifications

• Analytical thinking and quantitative reasoning for complex problems.
• Strong data analysis and interpretation skills.
• Knowledge of risk management frameworks and governance processes.
• Familiarity with policy development and regulatory considerations.

Responsibilities

• Develop analytics libraries used for pricing and risk-management, as well as data driven analytics and GenAI powered tools.
• Create, implement, and support quantitative models for pricing and risk, using various methods and tools.
• Develop pricing models using Monte Carlo methods and PDE techniques.
• Collaborate with traders, platforms, sales, risks and technology teams.
• Work with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance.
• Promote responsible finance, governance, expense discipline, and ethics.
• Adhere to Citi’s Code of Conduct and supervision plans.

Skills

Analytical Thinking

Data Analysis

Risk Management

Governance

Policy

Education

PhD and/or master's degree

Job description

Citibank (Switzerland) AG in New York seeks a Director-level Quantitative Analyst for Prime Services & Delta One to build pricing and risk analytics. You will design models and GenAI-powered tools to support trading, pricing, and risk decisions.

Responsibilities include developing analytics libraries, implementing pricing models with Monte Carlo methods and PDE, and collaborating with traders, risk, and technology teams while upholding Citi's governance and compliance standards.