Markets Quantitative Analyst — Real-Time Capital Analytics

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

Job summary

Citi’s Capital Analytics team seeks a quantitative analyst to develop and support models, analytics, and production systems for regulatory capital across global markets. You’ll work where quantitative modelling, software engineering, and front-office trading intersect to help teams understand and optimise capital impact in real time.

This role suits someone who loves solving complex quantitative problems and wants their work to drive business decisions and regulatory outcomes.

Qualifications

• Master's degree or PhD in mathematics, physics, engineering, CS, quantitative finance or related field.
• Strong programming in Python and/or C++, producing production-quality code.
• Solid understanding of quantitative finance techniques and their pricing/risk use.
• Excellent communication, governance, auditability and regulatory awareness.

Responsibilities

• Design, develop, and maintain cross-asset quantitative analytics for regulatory capital frameworks.
• Collaborate with traders, structurers, and analysts to inform capital-efficient decisions.
• Partner with Technology to build/maintain production systems for daily regulatory outputs.
• Explain complex quantitative concepts to a broad range of stakeholders.

Skills

Python

C++

Communication

Education

Master's degree or PhD in a quantitative field

Job description

Citi’s Capital Analytics team seeks a quantitative analyst to develop and support models, analytics, and production systems for regulatory capital across global markets. You’ll work where quantitative modelling, software engineering, and front-office trading intersect to help teams understand and optimise capital impact in real time.

This role suits someone who loves solving complex quantitative problems and wants their work to drive business decisions and regulatory outcomes.