Quantitative Analyst – Pricing, Risk & Tech Lead (NYC)

Citi; New York (NY); On-site; USD 175,000 - 250,000; Full time

Benefits offered by this job

Medical benefits

401(k)

Paid time off

Wellness programs

Job summary

Citi in New York seeks a Quantitative Analyst to develop analytics libraries for pricing and risk management and to build pricing models using advanced numerical techniques. The role requires senior- level expertise in C++, C#, .NET, Python, and SQL, with collaboration across Traders and technology teams.

The position emphasizes adherence to governance and control, risk assessment, and compliance with Citi's Code of Conduct.

Qualifications

• 6-10 years in a quantitative modeling or analytics role in finance
• Strong programming skills in C#, .Net, SQL, and C++ with software design
• Product knowledge in investments and quantitative methods
• Excellent written and verbal communication skills

Responsibilities

• Develop analytics libraries used for pricing and risk management
• Create, implement, and support quantitative models for trading using diverse methods and tools
• Develop pricing models using numerical techniques including Monte Carlo methods
• Collaborate with Traders, Structurers, and technology professionals

Skills

C#

C++

Python

SQL

Java

Education

Bachelor's degree

Master's degree

Tools

STL

kdb

.NET

Job description

Citi in New York seeks a Quantitative Analyst to develop analytics libraries for pricing and risk management and to build pricing models using advanced numerical techniques. The role requires senior- level expertise in C++, C#, .NET, Python, and SQL, with collaboration across Traders and technology teams.

The position emphasizes adherence to governance and control, risk assessment, and compliance with Citi's Code of Conduct.