Senior Quantitative Analyst

Senior Quantitative Analyst | Citi Careers

• Build and develop pricing models, hedging and trading strategies
• Development and maintenance of the in-house C++ and Python pricing libraries
• Advancing the quantitative toolbox by developing new technologies, algorithms and numerical techniques
• Contribute to the general efficiency improvement and optimization of the analytical library
• Work on Business-driven, Regulatory and Governance based projects across a range of the asset classes
• Collaborate with IT teams to integrate analytic libraries
• Intern supervision
• Project supervision

• Excellent verbal and written English
• PhD / MSc in Mathematics, Physics, Engineering, Finance, Economics or Computer Science, or similar
• 3+ years of previous experience working with quantitative models
• Understanding of financial markets theory and practice
• Ability to work in a team and to work well under pressure in a Front-Office environment
• Outstanding analytical and problem-solving skills, thorough and detailed approach to accuracy
• Good command of Python programming language; C++ is an advantage

• 401k matching
• Health insurance
• Home Office Allowance
• Paid Parental Leave Program
• Private Medical Care Program
• Pension Plan Contribution to voluntary pension fund
• Group Life Insurance
• Employee Assistance Program
• Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
• Flexible work arrangements to support you in managing work-life balance
• Career progression opportunities across geographies and business lines
• Socially active employee communities with diverse networking opportunities

Discover your future at Citi