The Quantitative Trader for the Equities Central Risk Book is responsible for managing the Central Risk book, generating revenues, and overseeing book risk. This role focuses on developing quantitative strategies and improving risk models while collaborating with various stakeholders to enhance trading performance. The trader will utilize advanced analytical techniques and programming skills to optimize trading strategies and ensure compliance with regulatory frameworks. This position requires a deep understanding of equity trading products and a commitment to responsible finance and governance.

• 12+ years of experience in a quantitative trading or risk management role, preferably within a bank, Hedge Fund, or Asset Manager.
• Direct Central Risk Book experience with expertise in managing stocks, ETFs, and delta-one products.
• Advanced analytical, numerical, and coding competency, with proven experience in Python and KDB/Q for high-performance systems.
• Strong understanding and practical experience with quantitative risk modeling, including Barra market risk models and Barra GEM models.
• Demonstrated ability in alpha research, quantitative analysis, P&L attribution and back-testing to refine trading strategies.
• Proficient knowledge of Bloomberg, equity trading systems, trading protocols, and closing technicalities.
• Clear and concise written and verbal communication.
• Effective interpersonal skills to develop and maintain relationships with internal and external stakeholders.
• Knowledge of equity trading products and clients.
• Required licensing and registrations as applicable.
• Bachelor's degree/University degree or equivalent experience.
• Master's degree preferred.

• Utilize quantitative techniques and intraday risk analytics to assist with Central Risk Book trading and risk management.
• Utilize market risk models to manage trading book risk and tune parameters under an optimization framework.
• Monitor profit and loss attribution and conduct backtests to adjust trading strategies.
• Conduct alpha research, quantitative analysis, and ongoing performance assessment to support the enhancement of existing P&L and trading strategies.
• Program high-performance research and execution systems in Python and KDB/Q to optimize alpha capture and reduce market impact.
• Partner with quantitative researchers and portfolio managers to enhance hedging effectiveness through data-driven execution strategies.
• Liaise with control functions by providing data and analysis to support the firm's governance infrastructure.
• Build a culture of responsible finance, good governance, and ethics.
• Oversee and manage risk of trading books across stocks, ETFs, and delta-one products.
• Review code, validate model assumptions, and ensure adherence to best practices in portfolio construction and risk management.
• Synthesize periodic strategic performance reviews for senior management.
• Assess risk when business decisions are made, considering the firm's reputation and safeguarding Citigroup, its clients, and assets.

• 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.