The Quantitative Analyst is a strategic professional responsible for developing analytics libraries and quantitative models for the trading business. This role requires strong commercial awareness and excellent communication skills to collaborate with various teams, including Traders and Risk Management. The analyst will leverage advanced mathematical and programming techniques to create innovative solutions and ensure compliance with regulations. The position significantly impacts the business through decision-making and technical strategy development.

• 15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.
• Must have technical/programming skills, exposure to Market Data, and knowledge of Statistics and Probability based calculations.
• Must possess a good level of product knowledge, Investments, and Quantitative Methods.
• Consistently demonstrates 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 a wide variety of mathematical and computer science methods and tools.
• Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and PDE.
• Collaborate closely with Traders, Platform, Sales, Risks and Technology.
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance.
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation.

• 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.