Flow and Volatility Equity Derivatives Quantitative Analysis, AVP/VP - New York

Flow and Volatility Equity Derivatives Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.

Responsibilities:

• Develop cutting-edge libraries, data analysis methods, and tools for pricing and risk management of Flow and Volatility Equity Derivatives.

• Design, implement, and maintain quantitative models and algorithms for trading, using advanced calculus, Python, C++, object-oriented programming, optimization, statistics, probability, and machine learning, including but not limited to reinforcement learning and generative AI.

• Partner with Trading and Technology teams.

• Partner with Risk Management to ensure responsible model usage and governance.

• Uphold Citi's Code of Conduct and relevant policies/procedures.

Qualifications:

• 2-5 years of experience in quantitative modeling/analytics, preferably in finance.

• Strong programming skills (Python, C++), data analysis, machine learning, statistics, and probability.

• Experience applying probability theory to financial instrument risk assessment and complex contract analysis.

• Solid understanding of software design principles.

• Knowledge of Flow and Volatility Equity Derivatives, Investments, and Quantitative Methods.

• Excellent written and verbal communication skills.

• Demonstrated ability to manage time effectively and respond to requests in a timely manner.

​Education:

• Bachelor’s/University degree, Master’s degree preferred

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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