Senior Quantitative Analyst, Front Office Market Risk – VP

Citi • New York, NY

7d • $175,000 - $250,000 • Hybrid

About The Position

Citi's Markets Quantitative Analysis (MQA) division is seeking a Senior Quantitative Analyst, Market Risk at the VP level to join the Front Office In-Business Market Risk team. This group focuses on combining quantitative rigor with next-generation AI to transform market risk measurement, management, and action. In this role, you will build and lead the delivery of analytics tools, GenAI-enabled applications, and risk frameworks that directly influence trading decisions and capital strategy across Citi's global Markets businesses. This is a high-impact, highly visible position at the intersection of quantitative finance, software engineering, and applied artificial intelligence.

Requirements

• Ten or more years of quantitative modeling experience in market risk within financial services, with deep expertise in VaR, stress testing, PnL attribution, capital calculations, risk factor sensitivities, and large-scale risk analytics platforms.
• Demonstrated strong project management capability, to lead complex, cross-functional delivery initiatives across trading, risk, quant, and technology teams — managing competing priorities and driving projects from concept through production deployment.
• Advanced Python programming skills, including hands-on use of pandas and numpy for large dataset processing, alongside experience with SQL and collaborative development workflows using Git or Bitbucket.
• Extensive knowledge and experience of market risk regulatory frameworks, particularly FRTB IMA, with the ability to ensure model and methodology alignment to current and evolving regulatory requirements.
• Hands-on experience building business-facing platforms including web applications, chat-based tools, or reporting automation frameworks that combine quantitative methods with AI-driven capabilities.
• Familiarity with modern GenAI concepts including prompt engineering, agentic workflows, and responsible AI evaluation practices.
• Clear, smooth, and precise written and verbal communication skills, with the ability to translate complex quantitative and technical concepts for traders, senior risk managers, and technology stakeholders.
• Product expertise across one or more major asset classes such as Rates, Credit, FX, Equity, Commodities, or Securitized products.

Responsibilities

• Build analytical tools and GenAI-enabled applications that give traders and risk managers real-time visibility into market risk exposure, stress loss, and capital metrics — directly informing portfolio-level hedging strategies.
• Design and deploy AI-assisted workflow solutions that integrate large language models with market risk analytics platforms, quantitative libraries, and market data infrastructure to accelerate business decision-making.
• Develop scalable GenAI pipelines using modern techniques including agentic workflows, MCPs, agent skills, and structured interfaces — ensuring solutions are production-grade, explainable, and governed to Citi's AI standards.
• Collaborate with traders, risk managers, and quant teams to perform in-depth analysis of market risk models, capital methodologies, and risk factor frameworks — identifying and implementing measurable improvements.
• Contribute production-quality Python code to large-scale, in-house analytics libraries, maintaining high standards of architecture, modularity, and long-term maintainability.
• Coordinate end-to-end delivery of strategic market risk, regulatory capital, and GenAI initiatives across Trading, In-Business Risk, MQA, and Technology — managing priorities, stakeholder communication, and execution milestones to meet business and regulatory deadlines.
• Evaluate emerging GenAI technologies and champion adoption of practical solutions that generate measurable gains in risk management effectiveness, analytics capability, and operational efficiency.

Benefits

• medical
• dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

What This Job Offers

• Job Type: Full-time
• Career Level: Senior