VP Quant - In-Business Risk for Equities

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

Job summary

The front office Market Quantitative Analysis (MQA) team at Citi seeks a quantitative analyst for In-Business Risk in Equities. You will work with traders and in-business risk managers to manage market risk metrics and capital.

Responsibilities include building advanced analytical tools (including AI-powered apps), diagnosing risk models, guiding prioritization with traders, and improving equity pricing models.

Qualifications

• 6–10 years in quantitative modelling in finance with equities pricing knowledge.
• Strong Python programming and code development using Git/Bitbucket.
• Experience with SQL, large datasets, and data cleaning in Python (pandas/numpy).
• Familiarity with front-end tools (Angular) and visualization (Tableau) a plus.

Responsibilities

• Build advanced analytical tools and AI-powered apps to assess market risk and capital.
• Diagnose market risk models, partner with traders and risk teams to drive enhancements.
• Provide cost-benefit analysis to guide business prioritization and direction.
• Collaborate with equities quant teams to improve pricing models and risk metrics.
• Develop well-structured code and contribute to in-house Python libraries.
• Serve as the equities subject matter expert and educate the team on equity pricing.
• Stay current on GenAI/ML advances to bolster business support.

Skills

Python

SQL

Git/Bitbucket

Angular

Tableau

VaR

Stress testing

Pricing models

Stochastic calculus

Equities domain

Education

PhD or Master’s in a technical field

Job description

The front office Market Quantitative Analysis (MQA) team at Citi seeks a quantitative analyst for In-Business Risk in Equities. You will work with traders and in-business risk managers to manage market risk metrics and capital.

Responsibilities include building advanced analytical tools (including AI-powered apps), diagnosing risk models, guiding prioritization with traders, and improving equity pricing models.