Quantitative Analyst

Quantitative AnalystThe Quantitative Analyst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Recognized subject matter expert within one area. Strong commercial awareness is a necessity. An acknowledged authority both within and outside area of expertise. Typically, a small number of people within the business that provide the same level of expertise. Excellent communication skills required to negotiate internally, often at a senior level. Some external communication is typically required. Provides advanced judgment and conducts in-depth quantitative or qualitative analysis to solve problems and develop new, innovative solutions. Required to think beyond existing solutions, assumptions, or current knowledge of sophisticated areas. Significant impact on a function and/or the business through making decisions that determine technical approaches and strategies for the area.Responsibilities: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 including hardware acceleration, advanced calculus, python, C++, Java and kdbDevelop pricing models using numerical techniques for valuation including Monte Carlo Methods and PDECollaborate closely with Traders, Platform, Sales, Risks and TechnologyWork in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, FinanceBuild a culture of responsible finance, good governance and supervision, expense discipline and ethicsBe familiar with and adhere to Citi's Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the sameObtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframeAppropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.Qualifications:15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sectorMust have technical/programming skills, exposure to Market Data; Statistics and Probability based calculations and Software design and principlesMust also possess a good level of product knowledge, Investments and Quantitative MethodsConsistently demonstrates clear and concise written and verbal communication skillsEducation:PhD and/or master's degreeJob Family Group: Risk ManagementJob Family: Model Development and AnalyticsTime Type: Full timePrimary Location: New York New York United StatesPrimary Location Full Time Salary Range: $170,000.00 - $300,000.00In 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 & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.For complementary skills, please see above and/or contact the recruiter.Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.