Senior Quantitative Market Risk Analyst - Office GenAI

Citigroup Inc.; New York (NY); On-site; USD 175,000 - 250,000; Full time

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. You will build analytics tools, GenAI-enabled applications, and risk frameworks shaping trading decisions and capital strategy across Citi's global Markets businesses.

This highly visible role blends quantitative finance with software engineering and AI, requiring collaboration with traders, risk managers, quants and technology

Qualifications

• 10+ years of quantitative modeling in market risk within financial services.
• Strong expertise in VaR, stress testing, PnL attribution, capital calculations, and risk factor sensitivities.
• Ability to lead cross-functional delivery and produce production-grade, well-documented code.

Responsibilities

• Build analytical tools and GenAI-enabled applications giving real-time market risk visibility.
• Design AI-assisted workflows that integrate LLMs with analytics platforms and data infrastructure.
• Develop scalable GenAI pipelines with agentic workflows and governance.
• Collaborate with traders, risk managers, quants and technology teams to analyze risk models and implement improvements.
• Contribute production-quality Python code to in-house analytics libraries.
• Coordinate end-to-end delivery of market risk, regulatory capital, and GenAI initiatives across Trading, In-Business Risk, MQA, and Technology.
• Evaluate emerging GenAI technologies and promote adoption to improve risk management and analytics capability.

Skills

Advanced Python programming (pandas, 


Education

Master's/PhD in a quantitative field

Tools

Python

SQL

Git/Bitbucket

GenAI 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. You will build analytics tools, GenAI-enabled applications, and risk frameworks shaping trading decisions and capital strategy across Citi's global Markets businesses.

This highly visible role blends quantitative finance with software engineering and AI, requiring collaboration with traders, risk managers, quants and technology