Markets Quantitative Analyst - Capital Analytics, AVP

Discover your future at Citi

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Job Overview

Want to build quantitative models that directly influence trading decisions and optimise how capital is deployed across global markets?

Citi's Capital Analytics team sits at the intersection of quantitative modelling, technology, and front-office trading. We develop the analytics and systems that help traders understand the capital impact of their activities in real time, enabling smarter pricing, more efficient balance sheet usage, and better risk-adjusted returns.

This is a unique opportunity to work on large-scale quantitative challenges, applying advanced mathematics, programming, and financial modelling to problems that have a direct impact on business performance across Citi's global markets franchise.

What You'll Do

• Develop and enhance cross-asset quantitative models used to measure and optimise capital across global trading businesses
• Build analytical frameworks supporting pricing, balance sheet optimisation, and capital-efficient trade structuring
• Partner closely with traders, structurers, and quantitative analysts to deliver actionable insights that influence front-office decision-making
• Design and implement scalable Python and C++ analytics used across trading, risk, and capital management platforms
• Work on large datasets and complex portfolios to improve modelling accuracy, performance, and efficiency
• Contribute throughout the full model lifecycle, from research and development through to implementation and production support

What We're Looking For

• Strong quantitative background (Master's/PhD) in Mathematics, Physics, Engineering, Computer Science, Quantitative Finance, or a related discipline
• Experience developing quantitative models and analytics within a financial markets environment
• Strong Python and/or C++ programming skills
• Solid understanding of probability, statistics, numerical methods, and financial modelling
• Excellent problem-solving and communication skills, with the ability to explain quantitative concepts to both technical and business stakeholders
• Interest in working close to trading desks and applying quantitative techniques to real-world business challenges

What We Offer

• Professional development through structured training, mentorship, and opportunities to build advanced quantitative and technical skills.

• A flexible hybrid working model that combines meaningful in-person collaboration with remote working.

• A collaborative, high-performing environment where you will work closely with experts across quantitative analytics, technology, trading, and risk.

• Competitive compensation and benefits, with opportunities to build a long-term career across Citi's global platform.

#LI-COF

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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