The Quantitative Analyst is a strategic professional responsible for developing analytics libraries and quantitative models for the trading business. This role requires a strong commercial awareness and the ability to communicate effectively at senior levels. The analyst will work closely with various teams, including Traders and Technology, to create innovative solutions. A significant impact on the business is expected through advanced judgment and in-depth analysis.

• 15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector
• Technical/programming skills with exposure to Market Data, Statistics, and Probability based calculations
• Good level of product knowledge in Investments and Quantitative Methods
• Clear and concise written and verbal communication skills
• PhD and/or master’s degree

• Develop analytics libraries used for pricing and risk-management, as well as data driven analytics and GenAI powered tools
• 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 and PDE
• Collaborate closely with Traders, Platform, Sales, Risks, and Technology
• Build a culture of responsible finance, good governance, and ethics
• Ensure compliance with Citi’s Code of Conduct and maintain required registrations/licenses
• Assess risk when making business decisions to safeguard Citigroup and its clients

• 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.