The Quantitative Analyst role is focused on developing analytics libraries and quantitative models for the trading business. This position requires collaboration with Traders, Structurers, and technology professionals to ensure effective governance and control infrastructure. The analyst will also assess risk and reward in business decisions while adhering to Citi's Code of Conduct. The role demands strong technical skills and the ability to communicate effectively across various teams.

• 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.
• Technical/programming skills in C#, .Net, SQL, and C++.
• Exposure to Market Data and Statistics and Probability based calculations.
• Product knowledge in Investments and Quantitative Methods.
• Clear and concise written and verbal communication skills.
• Bachelor’s/University degree, Master’s degree preferred.

• Develop analytics libraries used for pricing and risk-management.
• Create, implement, and support quantitative models for the trading business leveraging various mathematical and computer science methods.
• Develop pricing models using numerical techniques for valuation including Monte Carlo Methods.
• Collaborate closely with Traders, Structurers, and technology professionals.
• Work in partnership with control functions such as Legal, Compliance, and Risk.
• Build a culture of responsible finance, good governance, and ethics.
• Assess risk/reward of transactions when making business decisions.
• Adhere to Citi’s Code of Conduct and ensure team compliance.
• Obtain and maintain all required registrations/licenses for the role.

• 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.