Quantitative Trading Director: Risk, Alpha & Execution

Citi; New York (NY); On-site; USD 200,000 - 300,000; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k)

Paid time off

Job summary

Citi is seeking a Quantitative Trader for the Equities Central Risk Book based in New York, NY. This role focuses on optimizing trading performance through quantitative strategies and effective risk management. The ideal candidate will have over 12 years of experience in quantitative trading or risk management, preferably with stocks, ETFs, and delta-one products.

The position includes responsibilities such as utilizing market risk models, monitoring P&L attribution, and programming high-performance systems in Python and KDB/Q. Citi offers a competitive salary along with employee benefits including 401(k), health insurance, paid time off, and more.

Qualifications

• 12+ years of experience in quantitative trading or risk management.
• Direct Central Risk Book experience with stocks, ETFs, and delta-one products.
• Advanced analytical and coding competency in Python and KDB/Q.

Responsibilities

• Utilize quantitative techniques for trading and risk management.
• Monitor P&L attribution and conduct backtests.
• Program high-performance research and execution systems.

Skills

Quantitative analysis

Risk management

Python

KDB/Q

Bloomberg

Education

Bachelor’s degree

Master’s degree preferred

Job description

Citi is seeking a Quantitative Trader for the Equities Central Risk Book based in New York, NY. This role focuses on optimizing trading performance through quantitative strategies and effective risk management. The ideal candidate will have over 12 years of experience in quantitative trading or risk management, preferably with stocks, ETFs, and delta-one products.

The position includes responsibilities such as utilizing market risk models, monitoring P&L attribution, and programming high-performance systems in Python and KDB/Q. Citi offers a competitive salary along with employee benefits including 401(k), health insurance, paid time off, and more.