Citi is seeking a Vice President to join its Equities Central Risk Book Quantitative Analyst team in New York. This role focuses on developing and enhancing systematic trading models, alpha signals, and risk measures within algorithmic portfolio management systems. The successful candidate will collaborate closely with trading desks to optimize risk management and transaction costs. This position offers an exciting opportunity to work at the forefront of quantitative finance and make a significant impact on trading strategies.

• Strong background in mathematical finance and statistical analysis.
• At least two years of experience in the quantitative aspects of algorithmic trading, preferably in Equities.
• Strong technical programming proficiency in languages such as Q/KDB and Python.
• Solid knowledge of pricing, risk models, statistical analysis, and portfolio management.
• Proven track record in delivering production-ready projects in a quantitative finance setting.
• Demonstrated keen interest and understanding of financial markets.
• Knowledge of market microstructure.
• Strong teamwork capabilities and excellent written and verbal communication skills.
• Master's degree in Mathematics, Physics, Statistics, or a closely related quantitative field.

• Develop tools, systematic trading models, alpha signals, and risk measures for the Equities Central Risk Book.
• Contribute significantly to the development and enhancement of algorithmic portfolio management systems.
• Collaborate closely with the trading desk to enhance the business through strategic development.
• Analyze historical data, build mathematical models, and conduct back-tests and simulations.
• Undertake substantial coding to analyze, test, and implement models.
• Work effectively within a team consisting of traders, quantitative analysts, and technologists.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.