Markets Quantitative Analyst - Capital Analytics

Citigroup Inc.; New York (NY); Hybrid; USD 150,000 - 175,000; Full time

Benefits offered by this job

Professional development

Hybrid working model

Collaborative environment

Competitive compensation

Job summary

Citigroup Inc. is seeking a quantitative analyst to develop and support models, analytics, and production systems for regulatory capital calculations across global markets.

You will work at the intersection of quantitative modelling, software engineering, and front-office trading to help trading teams understand and optimise capital impact in real time. This role suits someone who enjoys solving complex quantitative problems and wants their work to influence business decisions and regulatory

Qualifications

• Master's degree, PhD, or equivalent experience in mathematics, physics, engineering, computer science, quantitative finance, or related quantitative discipline.
• Strong programming skills in Python and/or C++, with production-quality code development.

Responsibilities

• Design, develop, and maintain cross-asset quantitative analytics supporting regulatory frameworks (SA-CCR, RWA, G-SIB indicators).
• Partner with traders, structurers, and quants to provide insights for capital-efficient pricing and structuring.
• Collaborate with Technology teams to build and enhance production systems that generate daily regulatory capital outputs.
• Communicate complex quantitative concepts clearly to stakeholders including traders and risk professionals.

Skills

Python programming

C++ programming

Quantitative finance

Communication

Education

Master's degree

PhD

Tools

Python

C++

Job description

Citi's Capital Analytics team is seeking a quantitative analyst to develop and support the models, analytics, and production systems that underpin regulatory capital calculations across global markets. You will work at the intersection of quantitative modelling, software engineering, and front-office trading, helping trading teams understand and optimise the capital impact of their activities in real time.

This role is ideal for someone who enjoys solving complex quantitative problems and wants their work to have a direct impact on both business decisions and regulatory outcomes.

Responsibilities

• Design, develop, and maintain cross-asset quantitative analytics supporting regulatory capital frameworks, including SA-CCR, risk-weighted assets (RWA), resolution metrics, and G-SIB indicators, using Python and C++.
• Partner with traders, structurers, and quantitative analysts to provide insights that support capital-efficient pricing and structuring decisions.
• Work closely with Technology teams to build and enhance production systems that generate daily regulatory capital outputs for front-office, risk, and regulatory reporting.
• Communicate complex quantitative concepts clearly to a broad range of stakeholders, including technical specialists, traders, and senior risk professionals.

Required Qualifications & Skills

• Master's degree, PhD, or equivalent experience in mathematics, physics, engineering, computer science, quantitative finance, or a related quantitative discipline.
• Strong programming skills in Python and/or C++, with the ability to develop efficient, well-structured, production-quality code.
• Solid understanding of quantitative finance techniques, including probability, linear algebra, numerical methods, and their application to pricing and risk analytics.
• Strong communication skills, attention to detail, and a commitment to high standards of governance, auditability, and regulatory accuracy.

What We Offer

• Professional development through structured training, mentorship, and opportunities to build advanced quantitative and technical skills.
• A flexible hybrid working model that combines meaningful in-person collaboration with remote working.
• A collaborative, high-performing environment where you will work closely with experts across quantitative analytics, technology, trading, and risk.
• Competitive compensation and benefits, with opportunities to build a long-term career across Citi's global platform.

Job Family Group:

Institutional Trading

Job Family:

Quantitative Analysis

Time Type:

Full time

Primary Location:

New York New York United States

Primary Location Full Time Salary Range:

$150,000.00 - $175,000.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

Anticipated Posting Close Date:

Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.