Prime Services & Delta One Quantitative Analyst - Director

Citigroup Inc.; New York (NY); On-site; USD 170,000 - 300,000; Full time

Job summary

Citigroup Inc. in New York, NY is seeking a Senior Quantitative Analyst to develop analytics libraries for pricing and risk management, and to build advanced models using Python, C++, Java and kdb. You will collaborate with Traders, Platform, Sales, Risks and Technology.

The role requires deep quantitative expertise (PhD or MS) and 15+ years in a similar field, with strong communication, governance and regulatory awareness. Full-time on-site in New York with competitive compensation and benefits.

Qualifications

• 15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.
• Must have technical/programming skills, exposure to Market Data; Statistics and Probability based calculations and Software design and principles
• Must also possess a good level of product knowledge, Investments and Quantitative Methods
• Consistently demonstrates clear and concise written and verbal communication skills

Responsibilities

• Develop analytics libraries used for pricing and risk-management, as well as data driven analytics and GenAI powered tools.
• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, python, C++ , Java and kdb
• Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and PDE
• Collaborate closely with Traders, Platform, Sales, Risks and Technology
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Skills

Analytical Thinking

Credible Challenge

Data Analysis

Governance

Policy

Procedure

Regulation

Risk Management Lifecycle

Education

PhD and/or master’s degree

Job description

The Quantitative Analyst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Recognized subject matter expert within one area. Strong commercial awareness is a necessity. An acknowledged authority both within and outside area of expertise. Typically, a small number of people within the business that provide the same level of expertise. Excellent communication skills required to negotiate internally, often at a senior level. Some external communication is typically required. Provides advanced judgment and conducts in-depth quantitative or qualitative analysis to solve problems and develop new, innovative solutions. Required to think beyond existing solutions, assumptions, or current knowledge of sophisticated areas. Significant impact on a function and/or the business through making decisions that determine technical approaches and strategies for the area.

Responsibilities:

• Develop analytics libraries used for pricing and risk-management, as well as data driven analytics and GenAI powered tools.
• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, python, C++ , Java and kdb
• Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and PDE
• Collaborate closely with Traders, Platform, Sales, Risks and Technology
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• 15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector
• Must have technical/programming skills, exposure to Market Data; Statistics and Probability based calculations and Software design and principles
• Must also possess a good level of product knowledge, Investments and Quantitative Methods
• Consistently demonstrates clear and concise written and verbal communication skills

Education:

• PhD and/or master’s degree

#LI-COF

Working Environment: office setting, minimal travel required.
Effort: minimal physical effort required.

Risk Management

Model Development and Analytics

Full time

New York New York United States

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.

Illinois residents – AI Notice and Right

Primary Location Full Time Salary Range:

$170,000.00 - $300,000.00

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

Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

Other Relevant Skills

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

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.

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