Citi's Markets Quantitative Analysis division is looking for a Senior Quantitative Analyst at the VP level to join the Front Office In-Business Market Risk team. This role focuses on leveraging quantitative finance and AI to enhance market risk measurement and management. The analyst will develop analytics tools and frameworks that influence trading decisions and capital strategy. This position requires collaboration with various teams to drive improvements in market risk analytics and regulatory compliance.

• Ten or more years of quantitative modeling experience in market risk within financial services.
• Demonstrated strong project management capability to lead complex, cross-functional delivery initiatives.
• Advanced Python programming skills, including hands-on use of pandas and numpy.
• Extensive knowledge and experience of market risk regulatory frameworks, particularly FRTB IMA.
• Hands-on experience building business-facing platforms including web applications or reporting automation frameworks.
• Familiarity with modern GenAI concepts including prompt engineering and responsible AI evaluation practices.
• Clear written and verbal communication skills to translate complex concepts for various stakeholders.
• Product expertise across one or more major asset classes such as Rates, Credit, FX, Equity, or Commodities.
• A PhD or Master's degree in a related quantitative discipline.

• Build analytical tools and GenAI-enabled applications for real-time market risk visibility.
• Design and deploy AI-assisted workflow solutions integrating large language models with market risk analytics.
• Develop scalable GenAI pipelines ensuring solutions are production-grade and governed to Citi's AI standards.
• Collaborate with traders and risk managers to analyze market risk models and implement improvements.
• Contribute production-quality Python code to large-scale analytics libraries.
• Coordinate end-to-end delivery of strategic market risk and GenAI initiatives across various teams.
• Evaluate emerging GenAI technologies and advocate for practical solutions in risk management.

• 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.