Markets Quantitative Analyst - Capital Analytics

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

Want to build quantitative models that directly influence trading decisions and optimise how capital is deployed across global markets? Citi's Capital Analytics team sits at the intersection of quantitative modelling, technology, and front-office trading. We develop the analytics and systems that help traders understand the capital impact of their activities in real time, enabling smarter pricing, more efficient balance sheet usage, and better risk-adjusted returns. This is a unique opportunity to work on large-scale quantitative challenges, applying advanced mathematics, programming, and financial modelling to problems that have a direct impact on business performance across Citi's global markets franchise.

What You’ll Do

• 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

What We’re Looking For

• 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

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

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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.