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Citigroup Inc.

Quantitative Analyst

Citigroup Inc., New York, New York, us, 10261

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Overview

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location. Responsibilities

Develop fixed income models used by trading professionals to trade, hedge, and risk-manage Local Market Rate financial instruments including government bonds and interest rate swaps. Contribute to the development of new techniques and the improvement of processes and workflow. Conduct extensive tests on the performance of new models or new features developed. Build, configure, and maintain nominal yield curves and inflation curves. Build data mining tools to analyze past prices, risks, and performance of financial instruments and portfolios. Develop algorithms to forecast the behavior of financial markets in the future to be used for trading, risk management, and hedging emerging market rate instruments. Support daily operations of Local Markets Trading desks. Evaluate moderately complex and variable issues with substantial potential impact, weighing various alternatives and balancing potentially conflicting information using multiple sources. Qualifications

Bachelor’s degree, or foreign equivalent, in Computer Science, Mathematics in Finance, Statistics, or a related field, and three (3) years of experience in the job offered or in a related quantitative occupation performing modeling activities. Three (3) years of experience must include: designing, developing, and implementing quantitative models for a financial services business using statistical and numerical tools including Monte Carlo and Historical Simulation; using C++ and Python as core programming languages for model development and testing; writing model documentation; building data mining tools in Python; supporting daily operations and risk management of a Trading desk; and collaborating with Model Validation, Market Risk, and IT teams. In the alternative, a Master’s degree, or foreign equivalent, in Computer Science, Mathematics in Finance, Statistics, or a related field, and one (1) year of experience in the job offered or in a related quantitative occupation performing modeling activities. Pre- or post-Master’s degree experience accepted. 40 hours per week. Wage Range: $160,000 to $175,000/year Primary Location: New York, NY, United States Time Type: Full time Additional Information

In addition to salary, Citi’s offerings may include discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including vacation, sick leave, and holidays. Anticipated Posting Close Date: Sept 12, 2025 EO Employer. Citi is an equal opportunity employer; 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.

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