Prime Services & Delta One Quantitative Analyst - Director
About The Position
The Quantitative Analyst is a strategic professional and recognized subject matter expert who applies current trends and strong commercial awareness to the business. The role provides advanced judgment and in-depth quantitative or qualitative analysis to solve problems and develop innovative solutions, including approaches beyond existing solutions and assumptions. Decisions about technical approaches and strategies have significant impact on a function or the business. The position requires excellent communication skills for senior-level internal negotiation and some external communication. The analyst develops analytics libraries for pricing and risk management, data-driven analytics, and GenAI-powered tools. The role creates, implements, and supports quantitative models for the trading business, using mathematical and computer science methods and tools. It collaborates closely with Traders, Platform, Sales, Risk, Technology, and control functions. The position also supports responsible finance, governance, supervision, expense discipline, and ethical conduct, and requires compliance with Citi policies, applicable laws and regulations, and role-specific registration and licensing requirements. This is a full-time position based in an office setting in New York, New York, with minimal travel and minimal physical effort. The primary location full-time salary range is $170,000 to $300,000. Eligible employees may also receive discretionary and formulaic incentive and retention awards. Citi benefits include medical, dental and vision coverage, a 401(k), life, accident and disability insurance, wellness programs, paid time off, and paid holidays; availability may vary by jurisdiction, job level, and hire date.
Requirements
- 15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.
- Technical and programming skills, with exposure to market data, statistics and probability-based calculations, and software design principles.
- Good knowledge of products, investments, and quantitative methods.
- Consistently clear and concise written and verbal communication skills.
- PhD and/or master’s degree.
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 using mathematical and computer science methods and tools, including hardware acceleration, advanced calculus, Python, C++, Java, and kdb.
- Develop pricing models using numerical valuation techniques, including Monte Carlo methods and PDE.
- Collaborate closely with Traders, Platform, Sales, Risk, and Technology.
- Partner with control functions, including Legal, Compliance, Market and Credit Risk, Audit, and Finance.
- Build a culture of responsible finance, good governance and supervision, expense discipline, and ethics.
- Adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, and ensure team members understand the same requirements.
- Obtain and maintain registrations and licenses required for the role within the appropriate timeframe.
- Assess risk appropriately in business decisions, safeguard the firm’s reputation and assets, drive compliance with applicable laws, rules, and regulations, apply sound ethical judgment, and transparently escalate, manage, and report control issues.
Benefits
- Medical coverage
- Dental coverage
- Vision coverage
- 401(k)
- Life insurance
- Accident insurance
- Disability insurance
- Wellness programs
- Paid time off, including planned vacation and unplanned sick leave
- Paid holidays
- Discretionary and formulaic incentive and retention awards for eligible employees
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What This Job Offers
Job Type
Full-time
Career Level
Director
