Global Markets Quant Analytics Architect

Aplaro Ltd; New York (NY); Hybrid; USD 150,000 - 175,000; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k) plan

Wellness programs

Job summary

Citi’s Capital Analytics team in New York is seeking a senior quantitative analyst to build cross-asset models and analytics that optimise capital and support front-office decision-making.

You will collaborate with traders, structurers, and quants, implementing scalable Python and C++ tools while handling large datasets and complex portfolios. This role blends research, development, and production support in a hybrid setting.

Qualifications

• Strong quantitative background (Master's/PhD) in Mathematics, Physics, Engineering, Computer Science, Quantitative Finance, or a related discipline.
• Experience developing quantitative models and analytics within a financial markets environment.
• Strong Python and/or C++ programming skills.
• Solid understanding of probability, statistics, numerical methods, and financial modelling.
• Excellent problem-solving and communication skills, with the ability to explain quantitative concepts to both technical and business stakeholders.
• Interest in working close to trading desks and applying quantitative techniques to real-world business challenges.

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 that influence front-office decision-making
• 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 and development through to implementation and production support

Skills

Python

C++

Quantitative modelling

Mathematics/Statistics

Problem-solving/communication

Education

Master's/PhD in Mathematics/Physics/Engineering/CS/Quantitative Finance

Job description

Citi’s Capital Analytics team in New York is seeking a senior quantitative analyst to build cross-asset models and analytics that optimise capital and support front-office decision-making.

You will collaborate with traders, structurers, and quants, implementing scalable Python and C++ tools while handling large datasets and complex portfolios. This role blends research, development, and production support in a hybrid setting.