Quantitative Trader, VP - Hybrid NYC

Citi; New York, Northern (NY, KY); Hybrid; USD 200,000 - 250,000; Full time

Benefits offered by this job

Medical, dental, vision coverage

401(k) retirement plan

Job summary

Citigroup Global Markets Inc. seeks a VP-level Trader in New York to design and back-test index strategies, optimize entry and exit points, and evaluate baskets under varying market scenarios.

You will develop quantitative models using Python, R, C, MATLAB and KDB, collaborate with research, trading and sales teams, and present insights on index rebalances and risk. A hybrid work arrangement may apply. Strong communication with clients and internal teams is required.

Qualifications

• Requires a Bachelor's degree in a quantitative field and at least 2 years of trader/quant experience.
• Proficient in Python, R or MATLAB for trade analytics, back-testing, and automation.
• Experience querying large datasets in KDB and SQL; strong knowledge of time-series analysis and market microstructure.

Responsibilities

• Develop index-impact back-test engines and assess risk/return across strategies.
• Perform data analysis to build and refine financial models for trading desks.
• Prepare and present reports on index performance and rebalancing to senior management.

Skills

Python

R

C

MATLAB

KDB

SQL

Time Series

Monte Carlo

Linear Regression

Portfolio math

Education

Bachelor's degree in Applied Mathematics, Statistics or related quantitative field

Tools

KDB

SQL

Job description

Citigroup Global Markets Inc. seeks a VP-level Trader in New York to design and back-test index strategies, optimize entry and exit points, and evaluate baskets under varying market scenarios.

You will develop quantitative models using Python, R, C, MATLAB and KDB, collaborate with research, trading and sales teams, and present insights on index rebalances and risk. A hybrid work arrangement may apply. Strong communication with clients and internal teams is required.