Citigroup Global Markets Inc. is seeking a Systematic Quantitative Analyst - Director to join their team in New York. The role focuses on developing algorithms for live pricing and trade execution of fixed-income instruments. The analyst will work closely with traders and technology professionals to create and maintain quantitative strategies and models. A hybrid work schedule may be permitted, aligning with Citi's policies.

• Requires a Master’s degree in Operations Research, Financial Engineering or related field.
• 5 years of experience as a Quantitative Analyst or related position developing real-time pricing and trade execution algorithms for fixed-income instruments.
• Alternatively, a Bachelor’s degree in the stated fields and 7 years of progressively responsible experience is acceptable.
• Experience in calibrating and assessing statistical and machine-learning predictors is required.
• Knowledge of hardware acceleration, advanced calculus, and performance-oriented programming languages is necessary.

• Build algorithms for the live pricing of fixed income instruments.
• Develop automated and semi-automated quantitative strategies for pricing and quoting fixed-income instruments.
• Assess the performance of models by running back-tests and simulations.
• Research and implement predictors for financial quantities involved in trading.
• Develop and maintain infrastructure for pricing, hedging, and prediction algorithms.

• 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.