Quantitative Analytics Lead, Equity Derivatives (Hybrid)

Citi; New York (NY); Hybrid; USD 109,120 - 163,680; Full time

Benefits offered by this job

Hybrid work model (3 days in office, 2

Career development opportunities

Access to MQA Connect

Job summary

Citi is seeking a Quantitative Analyst to join the Markets Quantitative Analytics team in North America, focusing on Flow Equity Derivatives across Index, Single Stock, and Convertible Bond desks. You will build and deploy analytics and models at the intersection of research and live trading, directly influencing pricing, quotes, and hedging in real time.

Responsibilities include developing real-time pricing libraries, volatility modeling, auto-quoting, and robo-hedging, while applying ML and

Qualifications

• Up to 3 years of experience in a quantitative modelling or analytics role or a strong quantitative academic background.
• Proficiency in Python to build and deliver quantitative models in a structured development environment.
• C++ programming for performance-sensitive quantitative work.
• Knowledge of mathematical finance for options and derivatives pricing.

Responsibilities

• Build quantitative libraries and analytics tools for real-time pricing and risk management of flow equity derivatives.
• Develop and maintain models for volatility surface, event prediction, and options bid-offer/dividend fitting algorithms.
• Design auto-quoting and robo-hedging strategies to improve desk execution speed and consistency.
• Apply machine learning techniques, including reinforcement learning, to solve quantitative problems.
• Collaborate with traders and tech teams to translate business requirements into production-ready solutions.
• Adhere to software development standards across the model development lifecycle from research to deployment.
• Coordinate with Legal/Compliance/Risk/Audit/Finance to meet governance and control requirements.

Skills

Python

C++

Mathematical finance

Statistics

Machine learning

Time-series modelling

Communication

Education

Master's degree in Mathematics/Physics/Engineering/CS

Job description

Citi is seeking a Quantitative Analyst to join the Markets Quantitative Analytics team in North America, focusing on Flow Equity Derivatives across Index, Single Stock, and Convertible Bond desks. You will build and deploy analytics and models at the intersection of research and live trading, directly influencing pricing, quotes, and hedging in real time.

Responsibilities include developing real-time pricing libraries, volatility modeling, auto-quoting, and robo-hedging, while applying ML and