The role is part of Citi's Capital Analytics team, focusing on developing quantitative models that influence trading decisions and optimize capital deployment across global markets. The team combines quantitative modeling, technology, and front-office trading to enhance traders' understanding of capital impacts in real time. This position offers the opportunity to tackle large-scale quantitative challenges using advanced mathematics and programming. Candidates will work closely with traders and analysts to provide actionable insights that drive business performance.

• Strong quantitative background (Master's/PhD) in Mathematics, Physics, Engineering, Computer Science, Quantitative Finance, or a related discipline.
• Experience developing quantitative models and analytics within a financial markets environment.
• Strong Python and/or C++ programming skills.
• Solid understanding of probability, statistics, numerical methods, and financial modelling.
• Excellent problem-solving and communication skills, with the ability to explain quantitative concepts to both technical and business stakeholders.
• Interest in working close to trading desks and applying quantitative techniques to real-world business challenges.

• Develop and enhance cross-asset quantitative models used to measure and optimise capital across global trading businesses.
• Build analytical frameworks supporting pricing, balance sheet optimisation, and capital-efficient trade structuring.
• Partner closely with traders, structurers, and quantitative analysts to deliver actionable insights that influence front-office decision-making.
• Design and implement scalable Python and C++ analytics used across trading, risk, and capital management platforms.
• Work on large datasets and complex portfolios to improve modelling accuracy, performance, and efficiency.
• Contribute throughout the full model lifecycle, from research and development through to implementation and production support.

• 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.