Prime Services & Delta One Quantitative Analyst - Director

About the role

A strategic professional who closely follows the latest trends in quantitative analysis and adapts them for application within the business. Recognized as a subject matter expert, this role requires strong commercial awareness and excellent communication skills to negotiate internally at a senior level and externally. The role involves providing advanced judgment and conducting in-depth analysis to solve complex problems and develop innovative solutions, significantly impacting the function and business.

Responsibilities

• Develop analytics libraries used for pricing, risk-management, data-driven analytics, and GenAI-powered tools.
• Create, implement, and support quantitative models for the trading business using mathematical and computer science methods, including hardware acceleration, advanced calculus, Python, C++, Java, and kdb.
• Develop pricing models using numerical techniques such as Monte Carlo Methods and PDE.
• Collaborate closely with Traders, Platform, Sales, Risk, and Technology teams.
• Work in partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance.
• Build a culture of responsible finance, good governance, expense discipline, and ethics.
• Adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, ensuring team members do the same.
• Obtain and maintain all required registrations/licenses for the role within the appropriate timeframe.
• Assess risk in business decisions, considering the firm’s reputation and safeguarding Citigroup, its clients, and assets by complying with applicable laws, rules, and regulations.

Requirements

• 15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector.
• Technical/programming skills with exposure to Market Data, Statistics, Probability-based calculations, and Software design principles.
• Strong product knowledge in Investments and Quantitative Methods.
• Clear and concise written and verbal communication skills.

Qualifications

PhD and/or master’s degree.

Working Environment

Office setting with minimal travel required. Minimal physical effort is needed for this role.

Pay

Full-time salary range: $170,000.00 - $300,000.00. In addition to salary, eligible employees may receive discretionary and formulaic incentive and retention awards.

Benefits

• Medical, dental, and vision coverage.
• 401(k) retirement plan.
• Life, accident, and disability insurance.
• Wellness programs.
• Paid time off, including vacation, sick leave, and holidays.

Available offerings may vary by jurisdiction, job level, and date of hire.

Skills

• Analytical Thinking
• Credible Challenge
• Data Analysis
• Governance, Policy, Procedure, and Regulation
• Risk Management Lifecycle

For complementary skills, contact the recruiter.

Primary location: New York, New York, United States.