Director, Quantitative Equity Risk & Rebalance Trading

Citi; New York (NY); On-site; USD 200,000 - 300,000; Full time

Job summary

Citi in New York seeks a highly analytical Risk Portfolio Trader to manage portfolio trading flows and strategies across stocks, ETFs, and delta-one products. The role covers systematic and index rebalance strategies, alpha lifecycle development, and cross‑functional collaboration with researchers, desk analysts, and sales to optimize execution and risk management.

The ideal candidate has 8+ years in quantitative trading, strong Python and KDB/Q skills, experience with Barra risk models, and a

Qualifications

• 8+ years of experience in quantitative trading, systematic portfolio management, or risk management.
• Demonstrated experience in portfolio management of systematic/index rebalance strategies and research of rebalance events.
• Proven ability to generate systematic alphas across full lifecycle (idea to deployment).
• Advanced analytical, numerical, and coding competency with Python and KDB/Q.
• Strong understanding of quantitative risk modeling (Barra, GEM).
• Experience with alpha research, P&L attribution, and back-testing.
• Deep knowledge of equity markets, index methodologies, and rebalancing mechanics.
• Proficient with Bloomberg, trading and booking systems, and trading protocols.

Responsibilities

• Manage portfolios of systematic and index rebalance strategies with intraday risk analytics.
• Research, predict, and estimate equity index rebalancing events and flows.
• Analyze index changes and corporate actions and their impact on portfolios.
• Generate systematic trading strategies and own alpha lifecycle from idea to deployment.
• Conduct alpha research, quantitative analysis, and performance assessment.
• Monitor P&L attribution and backtests to refine strategies.
• Use market risk models to manage trading book risk under an optimization framework.
• Program in Python and KDB/Q to optimize alpha capture and hedging.

Skills

Quantitative trading

Python

KDB/Q

Risk modeling

Bloomberg

Communication

Interpersonal skills

Licensing

Education

Bachelor's degree

Master's degree

Tools

Bloomberg

Trading systems

Booking systems

Job description

Citi in New York seeks a highly analytical Risk Portfolio Trader to manage portfolio trading flows and strategies across stocks, ETFs, and delta-one products. The role covers systematic and index rebalance strategies, alpha lifecycle development, and cross‑functional collaboration with researchers, desk analysts, and sales to optimize execution and risk management.

The ideal candidate has 8+ years in quantitative trading, strong Python and KDB/Q skills, experience with Barra risk models, and a