Citi
Overview
Citigroup Global Markets Inc. seeks a Quantitative Analyst, AVP for its New York, New York location. Responsibilities
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 ensure that new changes in the libraries are coherently incorporated into 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
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 modeling for market data analysis; volatility surface fitting algorithms and optimization; knowledge of Flow and Volatility Equity Derivatives and their modeling approaches. Applicants submit resumes at Citi jobs site and reference Job ID #25895532. Wage Range:
$175,000 to $175,000 Job Family Group:
Institutional Trading Job Family:
Quantitative Analysis Time Type: Full time Location
Primary Location: New York, New York, United States Compensation and Benefits
Available information includes salary range and additional benefits. In addition to salary, Citi’s offerings may include discretionary and formulaic incentive and retention awards. Citi offers medical, dental & vision coverage; 401(k); life, accident, and disability insurance; wellness programs; and paid time off packages (vacation, sick leave, paid holidays). Availability of benefits varies by jurisdiction, job level, and date of hire. For more information, visit citibenefits.com. Additional Information
Most Relevant Skills: Please see the requirements listed above. Other Relevant Skills: For complementary skills, please see above and/or contact the recruiter. Anticipated Posting Close Date: Oct 27, 2025 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, AVP for its New York, New York location. Responsibilities
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 ensure that new changes in the libraries are coherently incorporated into 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
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 modeling for market data analysis; volatility surface fitting algorithms and optimization; knowledge of Flow and Volatility Equity Derivatives and their modeling approaches. Applicants submit resumes at Citi jobs site and reference Job ID #25895532. Wage Range:
$175,000 to $175,000 Job Family Group:
Institutional Trading Job Family:
Quantitative Analysis Time Type: Full time Location
Primary Location: New York, New York, United States Compensation and Benefits
Available information includes salary range and additional benefits. In addition to salary, Citi’s offerings may include discretionary and formulaic incentive and retention awards. Citi offers medical, dental & vision coverage; 401(k); life, accident, and disability insurance; wellness programs; and paid time off packages (vacation, sick leave, paid holidays). Availability of benefits varies by jurisdiction, job level, and date of hire. For more information, visit citibenefits.com. Additional Information
Most Relevant Skills: Please see the requirements listed above. Other Relevant Skills: For complementary skills, please see above and/or contact the recruiter. Anticipated Posting Close Date: Oct 27, 2025 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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