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The health and safety of our colleagues and candidates for employment are our highest priority. Accordingly, Citi continues to monitor the COVID-19 situation closely. We have implemented precautionary measures across our firm globally, including conducting all candidate interviews virtually on a temporary basis until further notice where needed.

Quantitative Analyst - Assistant Vice President

Job Req ID 22439667 Primary Location New York, New York Job Category Institutional Trading
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Key Responsibilities:

  • Create, implement, and support quantitative models for predictive pricing, recommendation, optimization, etc. in the credit trading business leveraging a combination of statistical reasoning, data science, advanced machine learning techniques and AI based models
  • Provide tools/methods to systematically monitor the model performance and implement improvements
  • Proactively recognize the business needs and bring new ideas to the table
  • Diligently architect and manage the evolution of the code base, including collaborating with other teams to maximize scale and leverage across the organization


  • Work in a very agile style, with new ideas being generated and projects getting concluded in a very fast paced environment
  • Have an instinct to tackle new tasks from different angles and be a natural problem solver with an analytical mindset, come up with practical solutions, being hands on to use variety of tools from Machine Learning models and packages to analytical solutions
  • Extreme attention to details and genuine interest in gaining intimacy with the different trading datasets. Ability to manipulate and analyze complex, large scale, high dimensional data from varying sources
  • Ability to communicate in a clear effective way and collaborate with other quants, traders and technology representatives
  • Lead cutting edge developments in fixed income markets and leverage the opportunity for deep understanding of cross asset trading in credit markets
  • While having financial background is not a prerequisite to start this role, the ability to catch up fast with new concepts and understand the business requirements is a key


  • Strong programming skills in Python, C++ desired
  • Strong understanding and track record in Machine Learning and AI foundations and packages such as Scikit Learn &Tensor Flow
  • Proficient in database applications and query languages such as SQL, KDB/Q, MongoDB
  • Clear and concise written and verbal communication skills. Ability to communicate complex problems to the relevant stakeholders
  • Experience building visualization tools using Dash. Plotly, Angular or React is a plus
  • Familiarity with tools for scalable development such as Git, Bitbucket, Airflow is a plus


  • Ph.D. (or MS with 2 to 3 years of work experience) in physics, mathematics, statistics, engineering, computer science or related quantitative fields 


Job Family Group:

Institutional Trading


Job Family:

Quantitative Analysis


Time Type:

Full time


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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

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