Senior Quant, Market Risk – Front Office GenAI

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

Benefits offered by this job

Hybrid work model

Job summary

Citi's Markets Quantitative Analysis (MQA) division seeks a Senior Quantitative Analyst, Market Risk at VP level to join the Front Office In-Business Market Risk team. This role blends quantitative finance, software engineering, and AI to transform how market risk is measured and acted upon.

You will build analytics tools, GenAI-enabled applications, and risk frameworks influencing trading decisions and capital strategy across Citi's Markets businesses, with exposure to multiple asset classes.

Qualifications

• Ten or more years of quantitative modeling experience in market risk with VaR, stress testing, PnL attribution, and capital calculations.
• Experience leading cross-functional delivery initiatives across trading, risk, quant, and technology teams.
• Advanced Python programming with pandas and numpy; SQL and collaborative development workflows using Git or Bitbucket.
• Extensive knowledge of market risk regulatory frameworks, especially FRTB IMA.
• Experience building business-facing platforms combining quantitative methods with AI-driven capabilities.
• Familiarity with GenAI concepts including prompt engineering and agentic workflows.
• Strong communication for traders and senior risk managers with tech stakeholders.
• Product expertise across asset classes such as Rates, Credit, FX, Equity, Commodities, or Securitized products.

Responsibilities

• Build analytical tools and GenAI-enabled applications providing real-time visibility into market risk exposure, stress loss, and capital metrics.
• Design and deploy AI-assisted workflow solutions integrating LLMs with market risk analytics platforms and data infrastructure.
• Develop scalable GenAI pipelines with agentic workflows, MCPs, agent skills, ensuring production-grade, explainable, governed implementations.
• Collaborate with traders, risk managers, and quants to analyze models, capital methodologies, and risk factors.
• Contribute production-quality Python code to large-scale analytics libraries with maintainable architecture.
• Coordinate end-to-end delivery of market risk and GenAI initiatives across Trading, In-Business Risk, MQA, and Technology.
• Evaluate GenAI technologies and champion adoption of practical solutions for improved risk management.

Skills

Python

pandas

numpy

SQL

Git

Bitbucket

VaR

Stress testing

PnL attribution

Capital calculations

Risk factor sensitivities

GenAI concepts

Agentic workflows

Communication

Asset class expertise

Cross-functional leadership

Education

PhD or Master's in Statistics/Mathematics/Physics/CS/Quantitative Finance/OR/Engineering

Tools

Git/Bitbucket workflows

Job description

Citi's Markets Quantitative Analysis (MQA) division seeks a Senior Quantitative Analyst, Market Risk at VP level to join the Front Office In-Business Market Risk team. This role blends quantitative finance, software engineering, and AI to transform how market risk is measured and acted upon.

You will build analytics tools, GenAI-enabled applications, and risk frameworks influencing trading decisions and capital strategy across Citi's Markets businesses, with exposure to multiple asset classes.