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Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location.
Duties: Design, build, and refine robust solutions for pricing, risk management, and portfolio optimization using KDB/Q to facilitate and improve execution of client flows. Analyze large sets of market and trade data for use in analysis of price movements and trading volumes to improve pricing and risk dynamics. Conduct portfolio optimization and risk management methodologies and perform order flow analysis. Work on the real-time estimate of transaction cost for pricing incoming flow, inventory optimization, and post-trade analysis. Implement and maintain web applications that allow for real-time monitoring and management of PnL and market risk across different portfolios for various equity desks. Build libraries and risk tools for risk attribution analysis, allowing traders and quants to run custom scenarios, analyze portfolio risk, and view real-time performance metrics. Update model documents, assess and track model performance and potential risks, and communicate with Model Risk Management team to ensure models are properly validated. Collaborate with technology professionals to test and deploy models and provide production support by identifying the root cause of issues. 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 Mathematics, Statistics, Computational Finance, or a related field, and 2 years of experience in the job offered or a related quantitative occupation performing data analysis and modeling activities. Two (2) years of experience must include: Performing algorithmic trading within the financial services industry for implementation and maintenance of pricing and risk models; Performing data analysis on large-scale financial databases using KDB/Q, and building scalable, robust solutions; Developing market making and liquidity facilitation automated trading strategies, and market impact and trading cost models to improve execution efficiency, reduce market impact, and develop low-latency system; Utilizing statistical models to conduct signal research and alpha generation for pricing and hedging purposes; Utilizing large scale KDB database to analyze market microstructure and back test massive datasets including order level data and execution analytics to identify trade patterns and trade opportunities; Utilizing optimization models to facilitate systematic portfolio management; and Improving analytics and automation tools including scheduled jobs and web applications using Python, JavaScript, Linux/bash scripting, and KDB/Q and creating and maintaining database tables and reports. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25866720. EO Employer.
Wage Range: $160,000 to $175,000/year
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
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Time Type:
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Primary Location:
New York New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
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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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:
Jul 30, 2025------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their 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.
Citi New York, New York, USA Office
388 Greenwich Street, New York, NY, United States, 10013
Citi New York, New York, USA Office
153 E 53rd St, New York, NY, United States, 10022
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