Quantitative Analyst - Equity Derivatives - Assistant Vice President - NEW YORK

The Quantitative Analyst is a strategic professional who stays abreast of developments within their field and contributes to directional strategy by considering their application in their own job and the business. Recognized technical authority for an area within the business.

The role involves working closely with Trading, Sales, Structuring, and Risk and Control Functions. The principal responsibility is the development of pricing models within the strategic Equity Derivatives analytics library. Experience of 2 to 4 years with standard equity derivatives models and products are essential, alongside strong mathematical and programming skills (Python). The successful candidate will have strong problem-solving skills and the ability to communicate clearly with a wide variety of stakeholders.

Responsibility requirements:

• Strong programming skills in at least one of the programming language ( C , python, java ) and SQL.

• Technical leadership, influencing people in the team, oral and written communication skills.

• Experience with data engineering ( Relational databases, build data pipelines )

• Knowledge of distributed systems and messaging technologies ( e.g. kafka )

• Collaborate closely with Traders, Structurers, Platform and Software Engineer professionals.

• Experience with Equity Derivative Modelling ( Monte-Carlo, PDE ) and back testing

• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services.

• Ideal candidate would also have experience in Machine Learning & Large language models.

Qualifications:

Strong experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.

Consistently demonstrates clear and concise written and verbal communication skills.

Education:

• Master’s or PhD in a relevant field.
• 5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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In addition to salary, Citi’s offerings may also include, for eligible employees, 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 planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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Salary : $150,000 - $175,000