Citi is seeking a Quantitative Analyst to join its Markets Quantitative Analytics team, focusing on the Flow Equity Derivatives business in North America. The role involves developing and deploying advanced analytics, models, and tools that influence real-time pricing and hedging of equity derivatives. Candidates will work closely with traders and technology teams to create robust quantitative solutions. This position offers the opportunity to make an immediate impact in a high-performance trading environment.

• Up to 3 years of experience in a quantitative modelling or analytics role, or a strong academic background in a quantitative discipline.
• Proficiency in Python for building and delivering quantitative models and analytics.
• Programming skills in C++ for performance-sensitive quantitative work.
• Working knowledge of mathematical finance, particularly in options and derivatives pricing.
• Practical ability to apply statistical and machine learning techniques to data analysis.
• Foundational knowledge of flow equity derivatives products, including American and European options.

• Build quantitative libraries and analytics tools for real-time pricing and risk management of flow equity derivatives products.
• Develop and maintain models for volatility surface construction and options bid-offer fitting algorithms.
• Design and implement auto-quoting and robo-hedging strategies to enhance trading execution.
• Apply machine learning techniques to solve complex quantitative problems.
• Collaborate with traders and technology teams to translate business requirements into quantitative solutions.
• Adhere to software development standards throughout the model development lifecycle.

• 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.