Credit Quantitative Analyst

We are seeking a highly skilled and experienced VP Quantitative Analyst to join our Spread Products Credit Quant Team in New York. This is a crucial role at the forefront of our business expansion, where you will support our market‑making capabilities in new and innovative credit structures. You will be responsible for the end‑to‑end development of sophisticated models and their high‑performance implementation within our C++ library, directly impacting our trading capabilities and product offerings. Key Responsibilities Model Development & Implementation: Design, develop, and implement sophisticated mathematical models for credit contingent securities and numerical methods. Implement and maintain robust and efficient numerical methods for pricing, valuation, and risk management within the existing C++ quantitative library. Enhance and maintain the analytics infrastructure, ensuring the high performance, accuracy, and scalability of all models. Collaboration & Support: Collaborate closely with trading, structuring, and technology teams to understand business requirements and deliver cutting‑edge quantitative solutions. Provide expert quantitative support to front‑office teams on credit contingent securities and structures. Design and maintain Python‑based tools and solutions to empower traders with new trade pricing, scenario analysis, and risk management capabilities. Risk Management & Governance: Conduct thorough model testing, validation, and documentation to meet rigorous internal standards and regulatory requirements. Work in close partnership with control functions such as Financial Control, Compliance, Model Validation, Market and Credit Risk, and Audit to ensure an appropriate governance and control infrastructure. Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm’s reputation and safeguarding Citigroup, its clients, and assets. Drive compliance with applicable laws, rules, and regulations, adhering to all policies and applying sound ethical judgment. Qualifications Education: A Master’s degree or higher in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science is preferred. Experience: 4–5 years of experience in a comparable quantitative modeling or analytics role, ideally focused on Fixed Income Products and Markets. Technical Skills: Expert‑level programming skills in C++ for a production environment. Strong proficiency in Python for analytics, tooling, and data analysis. Deep understanding of probability theory, stochastic calculus, and numerical methods used to evaluate complex financial instruments. Solid foundation in software design principles and best practices. Product Knowledge: Demonstrable knowledge of fixed‑income markets, products, and conventions as well as quantitative methods. Communication: Consistently demonstrates clear and concise written and verbal communication skills, with the ability to be a team player and explain complex concepts to diverse audiences. Benefits In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including medical, dental, and vision coverage; 401(k) matching; life, accident, and disability insurance; wellness programs; and paid holidays. Citi also offers paid time off packages including planned vacation, sick leave, and compensatory time. For additional information regarding employee benefits, please visit citibenefits.com. Salary Range $175,000.00 – $250,000.00 Location New York, NY, United States Posting Date Posting closes on July 12, 2026. Equal Opportunity Employer Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status, or any other characteristic protected by law. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, please contact Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster. #J-18808-Ljbffr Citigroup Inc.