Senior Equity Risk Trader – Index Rebalance & Quant

Citigroup Inc.; New York (NY); Hybrid; USD 200,000 - 300,000; Full time

Benefits offered by this job

Hybrid work model

Job summary

Citigroup in New York seeks a highly analytical Risk Portfolio Trader (Director or VP) to manage equity index rebalance strategies. You will develop systematic signals, test and deploy them, and monitor performance with a focus on risk control and alpha generation.

The role requires deep knowledge of quantitative risk modeling, Bloomberg and booking/trading systems, and strong collaboration with researchers and sales. Hybrid work model in NYC is offered.

Qualifications

• 8+ years in quantitative trading or risk management, preferably in banking/asset management.
• Experience in portfolio management of systematic/index rebalance strategies.
• Strong coding skills in Python and KDB/Q; knowledge of risk models.

Responsibilities

• Manage portfolios of systematic and index rebalance strategies with intraday risk analytics.
• Research, predict, and estimate rebalancing events and flows per index methodologies.
• Develop and backtest alpha strategies from idea to deployment and monitoring.
• Assess P&L attribution and monitor performance; refine trading strategies.

Skills

Quant trading

Portfolio management

Python

KDB/Q

Risk modeling

P&L attribution

Backtesting

Communication

Education

Bachelor's degree

Master's preferred

Tools

Bloomberg

Trading systems

Booking systems

Job description

Citigroup in New York seeks a highly analytical Risk Portfolio Trader (Director or VP) to manage equity index rebalance strategies. You will develop systematic signals, test and deploy them, and monitor performance with a focus on risk control and alpha generation.

The role requires deep knowledge of quantitative risk modeling, Bloomberg and booking/trading systems, and strong collaboration with researchers and sales. Hybrid work model in NYC is offered.