Quantitative Analyst

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Job Overview

Citigroup Global Markets Inc. seeks a Quantitative Analyst, AVP for its New York, New York location.

Duties: Develop libraries for financial assets pricing and risk management using C++ and Python programming languages. Create, extend and maintain quantitative software library documentation, and provide user training. Develop new unit tests that improve stability of the software libraries when extending their functionality. Conduct regression testing to make sure that the new changes in the libraries are coherently incorporated in the existing software infrastructure and do not cause discontinuities in the business process. Develop dashboards and other reporting tools for regulatory and internal use. Perform independent quantitative analysis in volatility modeling and hedging, for equity derivatives institutional trading business. Utilize quantitative analytical skills to perform financial product modeling and structuring. Utilize traditional and novel data science methods for trading data analysis, including optimization methods and machine learning approaches. Design quantitative applications and algorithms for volatility risk and hedging in collaboration with institutional trading and risk teams. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Finance, Business Administration, Mathematics, Engineering (any), or related field and 3 years of experience as a Quantitative Analyst, Auditor, Financial Risk Specialist, or related position involving financial analytics model development for a global financial services institution. 3 years of experience must include: C++ and Python programming languages; Quantitative libraries development, unit testing, and documentation; Financial mathematics; Volatility risk and hedging model development and production issue handling including bug fixing; Statistics and probability theories; Statistical and machine learning modelling for market data analysis; Volatility surface fitting algorithms and optimization; and Knowledge of Flow and Volatility Equity Derivatives and their modeling approaches. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25895532. EO Employer.

Wage Range:                $175,000 to $175,000

Job Family Group:         Institutional Trading

Job Family:                   Quantitative Analysis

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

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 & 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.

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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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Anticipated Posting Close Date:

Oct 27, 2025

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