Quantitative Analyst - C13 - NEW YORK

Responsibilities

• Develop analytics libraries used for pricing and risk-management Create, implement
• support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers Collaborate closely with Traders, Structurers
• technology professionals.
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure Build a culture of responsible finance, good governance and supervision, expense discipline and ethics Appropriately assess risk/reward of transactions when making business decisions
• and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services
• and ensure that all team members understand the need to do the same Adhere to all policies and procedures as defined by your role which will be communicated to you Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
• Recommended Qualifications: 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector Must have technical/programming skills
• C# .Net, SQL and C++ Exposure to Market Data
• Statistics and Probability based calculations
• Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts
• and Software design and principles Must also possess any level of product knowledge, Investments and Quantitative Methods Consistently demonstrates clear and concise written and verbal communication skills Education: Bachelor’s/University degree, Master’s degree preferred This job description provides a high-level review of the types of work performed.
• Other job-related duties may be assigned as required. ------------------------------------------------------ Job Family Group: Institutional Trading ------------------------------------------------------ Job Family: Quantitative Analysis ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: New York New York United States ------------------------------------------------------ Primary Location Full Time Salary Range: $175,000.00 - $250,000.00 In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
• Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
• Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.
• For additional information regarding Citi employee benefits, please visit citibenefits.com.
• Available offerings may vary by jurisdiction, job level
• date of hire. ------------------------------------------------------ Most Relevant Skills Please see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Jul 21, 2026 ------------------------------------------------------ Automated Processing and AI We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening.
• Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.
• Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals.
• Our automated processing and AI do not involve relying on automatic or autonomous decision-making.
• Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
• Illinois residents – AI Notice and Right ------------------------------------------------------ Citi is an equal opportunity employer
• qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran
• any other characteristic protected by law.
• If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi .
• View Citi’s EEO Policy Statement and the Know Your Rights poster.