Citi
Overview
Citigroup Global Markets Inc. seeks a Quantitative Analyst, VP for its New York, New York location. Responsibilities
Calculate itemized attribution of Risk Weighted Asset (RWA), G-SIB score, and return on Tangible Common Equity (TCE) for the Fixed Income Finance business. Develop tools and strategies to analyze and optimize risk and performance metrics. Apply mathematical optimization methodologies to strategize balance sheet utilization, enhance liquidity, and reduce capital charges. Build auto pricing platform in Java for government security Repo market RFQs. Design and develop automated systems to perform pricing, market analysis, and risk management using Python, Java, SQL, KDB/Q on Linux and Windows, for Fixed Income Finance. Design and implement a full-stack system with Python and JavaScript to provide a customized, interactive front-end user interface for trading analytics requirements in the Fixed Income Finance business. Create, implement, and support quantitative models for the Fixed Income trading business, leveraging mathematical and computer science methods including mathematical finance, statistics, probability, and software engineering. Design database structures and write SQL and KDB queries for data manipulation and retrieval, including creating, updating, and optimizing database schemas, performing CRUD operations, and implementing stored procedures and functions to ensure efficient data processing and integrity. Engage in close collaboration with Fixed Income Market Traders, Sales teams, Structurers, and technology professionals. Provide stakeholders with analytical support to develop and implement effective solutions, and coordinate the deployment and integration of new features. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure governance and control infrastructure. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols. Qualifications
Requires a Master’s degree, or foreign equivalent in Financial Engineering, Financial Mathematics, or related quantitative field and 4 years of experience as a Quantitative Analyst or related position performing quantitative statistical modeling and data analysis for Calculating Risk Weighted Asset and Global Systemically Important Bank score. 4 years of experience must include: Calculating return on Tangible Common Equity for the Fixed Income Finance business; Applying statistical methods including linear programming and time series analysis to build mathematical optimizers and predictive models; Convex optimization, Monte-Carlo methods, Bayesian estimation, stochastic modeling, local volatility model and its variations; Developing multi-asset derivative pricing models, risk assessment, and portfolio optimization using stochastic modeling, Monte Carlo techniques, and linear programming optimization methods; Developing algorithmic trading systems for fixed income securities; Capital charges and margin posting optimization; Python and JavaScript to code on Windows and Linux systems; Full-stack software development of scalable, modular and robust solutions using parallel and distributed computing with object-oriented principles in Python and JavaScript; Developing front-end UI in JavaScript and API in Python; Quantitative model validation involving model risk assessment, performance testing, and stress testing; Writing SQL and KDB/Q queries for customized data retrieval with performance optimization techniques; Proficiency in Python, C++, JavaScript, and Q language in KDB+ databases. Additional Information
Applicants submit resumes at Citi’s career portal and reference Job ID #25895538. EO Employer. Wage Range:
$225,000 to $250,000 Job Family Group:
Institutional Training Job Family:
Quantitative Analysis Time Type: Full time Primary Location: New York, New York, United States Primary Location Full Time Salary Range: In addition to salary, Citi’s offerings may include discretionary and formulaic incentive and retention awards. Citi offers benefits including medical/dental/vision coverage; 401(k); life, accident, and disability insurance; wellness programs; and paid time off. Availability of offerings may vary by jurisdiction, job level, and date of hire. Anticipated Posting Close Date: Nov 07, 2025 Other Information
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.
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Citigroup Global Markets Inc. seeks a Quantitative Analyst, VP for its New York, New York location. Responsibilities
Calculate itemized attribution of Risk Weighted Asset (RWA), G-SIB score, and return on Tangible Common Equity (TCE) for the Fixed Income Finance business. Develop tools and strategies to analyze and optimize risk and performance metrics. Apply mathematical optimization methodologies to strategize balance sheet utilization, enhance liquidity, and reduce capital charges. Build auto pricing platform in Java for government security Repo market RFQs. Design and develop automated systems to perform pricing, market analysis, and risk management using Python, Java, SQL, KDB/Q on Linux and Windows, for Fixed Income Finance. Design and implement a full-stack system with Python and JavaScript to provide a customized, interactive front-end user interface for trading analytics requirements in the Fixed Income Finance business. Create, implement, and support quantitative models for the Fixed Income trading business, leveraging mathematical and computer science methods including mathematical finance, statistics, probability, and software engineering. Design database structures and write SQL and KDB queries for data manipulation and retrieval, including creating, updating, and optimizing database schemas, performing CRUD operations, and implementing stored procedures and functions to ensure efficient data processing and integrity. Engage in close collaboration with Fixed Income Market Traders, Sales teams, Structurers, and technology professionals. Provide stakeholders with analytical support to develop and implement effective solutions, and coordinate the deployment and integration of new features. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure governance and control infrastructure. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols. Qualifications
Requires a Master’s degree, or foreign equivalent in Financial Engineering, Financial Mathematics, or related quantitative field and 4 years of experience as a Quantitative Analyst or related position performing quantitative statistical modeling and data analysis for Calculating Risk Weighted Asset and Global Systemically Important Bank score. 4 years of experience must include: Calculating return on Tangible Common Equity for the Fixed Income Finance business; Applying statistical methods including linear programming and time series analysis to build mathematical optimizers and predictive models; Convex optimization, Monte-Carlo methods, Bayesian estimation, stochastic modeling, local volatility model and its variations; Developing multi-asset derivative pricing models, risk assessment, and portfolio optimization using stochastic modeling, Monte Carlo techniques, and linear programming optimization methods; Developing algorithmic trading systems for fixed income securities; Capital charges and margin posting optimization; Python and JavaScript to code on Windows and Linux systems; Full-stack software development of scalable, modular and robust solutions using parallel and distributed computing with object-oriented principles in Python and JavaScript; Developing front-end UI in JavaScript and API in Python; Quantitative model validation involving model risk assessment, performance testing, and stress testing; Writing SQL and KDB/Q queries for customized data retrieval with performance optimization techniques; Proficiency in Python, C++, JavaScript, and Q language in KDB+ databases. Additional Information
Applicants submit resumes at Citi’s career portal and reference Job ID #25895538. EO Employer. Wage Range:
$225,000 to $250,000 Job Family Group:
Institutional Training Job Family:
Quantitative Analysis Time Type: Full time Primary Location: New York, New York, United States Primary Location Full Time Salary Range: In addition to salary, Citi’s offerings may include discretionary and formulaic incentive and retention awards. Citi offers benefits including medical/dental/vision coverage; 401(k); life, accident, and disability insurance; wellness programs; and paid time off. Availability of offerings may vary by jurisdiction, job level, and date of hire. Anticipated Posting Close Date: Nov 07, 2025 Other Information
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.
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