Senior Quantitative Analyst, Front Office Market Risk - VP

Senior Quantitative Analyst, Front Office Market Risk – VP Location: New York, New York, United States Job Type: Hybrid Posted: Jul. 24, 2026 Discover your future at Citi Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact. Job Overview Citi's Markets Quantitative Analysis (MQA) division is seeking a Senior Quantitative Analyst, Market Risk at the VP level to join the Front Office In-Business Market Risk team — a group at the forefront of combining quantitative rigor with next-generation AI to transform how market risk is measured, managed, and acted upon. In this role, you will build and lead delivery of analytics tools, GenAI-enabled applications, and risk frameworks that directly shape trading decisions and capital strategy across Citi's global Markets businesses. This is a high-impact, highly visible position that sits at the intersection of quantitative finance, software engineering, and applied artificial intelligence. Responsibilities Build analytical tools and GenAI-enabled applications that give traders and risk managers real-time visibility into market risk exposure, stress loss, and capital metrics — directly informing portfolio-level hedging strategies. Design and deploy AI-assisted workflow solutions that integrate large language models with market risk analytics platforms, quantitative libraries, and market data infrastructure to accelerate business decision-making. Develop scalable GenAI pipelines using modern techniques including agentic workflows, MCPs, agent skills, and structured interfaces — ensuring solutions are production-grade, explainable, and governed to Citi's AI standards. Collaborate with traders, risk managers, and quant teams to perform in-depth analysis of market risk models, capital methodologies, and risk factor frameworks — identifying and implementing measurable improvements. Contribute production-quality Python code to large-scale, in-house analytics libraries, maintaining high standards of architecture, modularity, and long-term maintainability. Coordinate end-to-end delivery of strategic market risk, regulatory capital, and GenAI initiatives across Trading, In-Business Risk, MQA, and Technology — managing priorities, stakeholder communication, and execution milestones to meet business and regulatory deadlines. Evaluate emerging GenAI technologies and champion adoption of practical solutions that generate measurable gains in risk management effectiveness, analytics capability, and operational efficiency. Required Qualifications & Skills Ten or more years of quantitative modeling experience in market risk within financial services, with deep expertise in VaR, stress testing, PnL attribution, capital calculations, risk factor sensitivities, and large-scale risk analytics platforms. Advanced Python programming skills, including hands-on use of pandas and numpy for large dataset processing, alongside experience with SQL and collaborative development workflows using Git or Bitbucket. Extensive knowledge and experience of market risk regulatory frameworks, particularly FRTB IMA, with the ability to ensure model and methodology alignment to current and evolving regulatory requirements. Hands-on experience building business-facing platforms including web applications, chat-based tools, or reporting automation frameworks that combine quantitative methods with AI-driven capabilities. Familiarity with modern GenAI concepts including prompt engineering, agentic workflows, and responsible AI evaluation practices. Clear, smooth, and precise written and verbal communication skills, with the ability to translate complex quantitative and technical concepts for traders, senior risk managers, and technology stakeholders. Product expertise across one or more major asset classes such as Rates, Credit, FX, Equity, Commodities, or Securitized products. Education A PhD or Master's degree in Statistics, Mathematics, Physics, Computer Science, Quantitative Finance, Operations Research, Engineering, or a related quantitative discipline. What We Offer Joining Citi's MQA team means working at the center of one of the world's largest financial institutions, where your analytical and technical contributions directly influence how market risk is managed across global trading businesses. This is an environment that rewards ownership, technical ambition, and the ability to deliver at scale. A leadership role in shaping GenAI and analytics strategy, with direct influence over the tools and frameworks used by front-office teams across Citi's global Markets organization. Exposure to the full breadth of Citi's Markets businesses — spanning Equities, Rates, Credit, FX, and Commodities — providing unmatched scope for technical and commercial development. Hybrid working model with 3 days in the office and 2 days working remotely, supporting both collaboration and flexibility. Access to cutting-edge GenAI infrastructure and the opportunity to work at the frontier of AI application in quantitative finance — including large language model integration, agentic workflows, and risk analytics automation. A performance-driven team culture that values technical depth, cross-functional collaboration, and the delivery of solutions with measurable business impact. Continuous learning and professional development opportunities, including engagement with emerging AI technologies, regulatory developments, and best-in-class quantitative methodologies. Competitive compensation and financial wellbeing benefits aligned to a senior VP-level role at a leading global financial institution. Note: All other job-family metadata and disclosures present in the original posting have been omitted in this refined description to comply with formatting standards. #J-18808-Ljbffr Citi