Hybrid Quantitative Analyst - Trading Models & Risk

Citigroup Inc.; New York (NY); Hybrid; USD 225,000 - 250,000; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k)

Paid time off

Job summary

Citigroup Global Markets Inc. in New York invites applications for a Systematic Quantitative Analyst. You will develop mathematical models for securities valuation, portfolio construction, and trading strategies, and build advanced tools to support investment decisions.

The role involves working with traders, risk teams, and technology partners to implement models, run backtests in Python, and analyze large fixed income datasets to produce production-ready signals.

Qualifications

• Master’s degree in Applied Mathematics, Finance, Financial Engineering, or related field is required.
• 6+ years of progressive experience with quantitative modeling in finance acceptable with a Bachelor’s degree.

Responsibilities

• Develop models for securities valuation, portfolio construction, and asset allocation.
• Build backtesting programs in Python to evaluate trading signals and risk models.
• Collaborate with traders and risk management to translate research into production-ready systems.

Skills

Python programming

SQL

Statistical analysis

Education

Master’s degree in Applied Mathematics, Finance, Financial Engineering, or related field

Bachelor’s degree in the stated fields with 6 years of experience

Tools

Python

SQL

Job description

Citigroup Global Markets Inc. in New York invites applications for a Systematic Quantitative Analyst. You will develop mathematical models for securities valuation, portfolio construction, and trading strategies, and build advanced tools to support investment decisions.

The role involves working with traders, risk teams, and technology partners to implement models, run backtests in Python, and analyze large fixed income datasets to produce production-ready signals.