Quantitative Analyst

The Quantitative Analyst is a strategic professional who stays abreast of developments within their field and contributes to the direction of strategy by applying new ideas to their work and the broader business. They are recognised technical authorities within their area, possess basic commercial awareness, and communicate and influence colleagues and external customers with diplomacy and clarity. Responsibilities Develop analytics libraries used for pricing and risk‑management. Create, implement, and support quantitative models for the trading business using advanced mathematical and computer science methods and tools (hardware acceleration, advanced calculus, C++ with STL, C#, .NET, Java, object‑oriented software design, Python, kdb, SQL, statistical and probability techniques). Develop pricing models with numerical techniques including Monte Carlo methods and partial differential equation solvers. Collaborate closely with Traders, Structurers, and technology professionals. Work with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance to ensure appropriate governance and control infrastructure. Build a culture of responsible finance, good governance, supervision, expense discipline, and ethics. Assess risk/reward of transactions and ensure team members understand the need for prudent business decisions. Adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, ensuring team compliance. Follow all policies and procedures defined for the role. Obtain and maintain all required registrations and licences within the appropriate timeframe. Promote compliance with laws, rules and regulations, uphold ethical judgement, and report control issues transparently. Qualifications 6‑10 years of experience in a comparable quantitative modelling or analytics role, ideally in finance. Proficiency in C#, .NET, SQL, C++, market data, statistics, probability, and software design principles. Product knowledge in investments and quantitative methods at any level. Demonstrated clear, concise written and verbal communication skills. Education Bachelor’s or University degree; Master’s degree preferred. Location New York, NY, United States Full‑Time Salary Range $142,320.00 – $213,480.00 (plus discretionary and formulaic incentive and retention awards and competitive benefits). Benefits Medical, dental and vision coverage; 401(k); life, accident and disability insurance; wellness programmes; paid time off (planned vacation, sick leave, holidays) and other benefits as per jurisdiction. Equal Opportunity Citi is an equal opportunity employer. Qualified candidates will receive consideration without regard to race, colour, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran or any other characteristic protected by law. Accessibility If you are a person with a disability and need a reasonable accommodation to use our search tools or apply, review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster. #J-18808-Ljbffr