Prime Services & Delta One Quantitative Analyst - Director
About The Position
The Prime Services & Delta One Quantitative Analyst is a strategic professional and recognized subject matter expert who applies current trends and advanced quantitative judgment to the business. The role requires strong commercial awareness, authority in a specialist area, excellent communication, and the ability to develop innovative solutions beyond existing approaches. Decisions made in this position can significantly affect the function and business by determining technical strategies and approaches. The analyst develops pricing and risk-management analytics libraries, data-driven analytics, and GenAI-powered tools. They 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. The role develops valuation models using numerical techniques such as Monte Carlo methods and PDE, and works closely with Traders, Platform, Sales, Risk, Technology, and control functions. The position also supports responsible finance, governance, supervision, expense discipline, and ethical conduct. It requires adherence to Citi’s Code of Conduct and supervision requirements, maintenance of required registrations and licenses, and careful risk assessment and escalation of control issues. The role is based in an office setting in New York, with minimal travel and minimal physical effort required.
Requirements
- 15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.
- Technical and programming skills, exposure to market data, statistics and probability-based calculations, and software design principles.
- Good product knowledge, investments knowledge, and quantitative methods knowledge.
- Consistently clear and concise written and verbal communication skills.
- PhD and/or master’s degree.
Responsibilities
- Develop analytics libraries 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 need to do the same.
- Obtain and maintain registrations and licenses required for the role within the appropriate timeframe.
- Assess risk appropriately in business decisions, consider the firm’s reputation and protection of Citigroup, its clients, and assets, drive compliance with applicable requirements and policies, exercise sound ethical judgment, and transparently escalate, manage, and report control issues.
Benefits
- Medical, dental, and vision coverage
- 401(k)
- Life, accident, and disability insurance
- Wellness programs
- Paid time off, including planned vacation, unplanned sick leave, and paid holidays
- Discretionary and formulaic incentive and retention awards for eligible employees
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Director
