Prime Services & Delta One Quantitative Analyst - Director
At a glance
Director-level Data Science role at Citi. New York New York United States · full-time · $170,000–$300,000 base.
dataroles summary, based on the employer's posting.
What you'll do
- Build pricing and risk libraries, quantitative models, and data-led or GenAI tools for the trading business
- Apply numerical methods, including Monte Carlo and PDE techniques, to value products
- Work with trading, platform, sales, risk and technology teams to deliver analytics and models
- Coordinate with legal, compliance, market and credit risk, audit, and finance on controls
- Assess risks in business decisions, raise control concerns, and support sound governance and supervision
What you bring
- At least fifteen years in a comparable quantitative modelling or analytics position, preferably in finance
- Technical programming ability, market data exposure, and grounding in statistics, probability and software design
- A PhD or master’s degree, plus knowledge of investments and quantitative methods
- Clear written and spoken communication
Who this fits
This director-level role suits an experienced quantitative modelling or analytics specialist who can work with senior colleagues and communicate with internal and external partners. The position is based in New York and uses a hybrid arrangement. Travel is minimal, and the work is primarily office-based.
From the employer
The Quantitative Analyst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Recognized subject matter expert within one area. Strong commercial awareness is a necessity. An acknowledged authority both within and outside area of expertise. Typically, a small number of people within the business that provide the same level of expertise. Excellent communication skills required to negotiate internally, often at a senior level. Some external communication is typically required. Provides advanced judgment and conducts in-depth quantitative or qualitative analysis to solve problems and develop new, innovative solutions. Required to think beyond existing solutions, assumptions, or current knowledge of sophisticated areas. Significant impact on a function and/or the business through making decisions that determine technical approaches and strategies for the area.
Responsibilities:
- Develop analytics libraries used for pricing and risk-management, as well as data driven analytics and GenAI powered tools.
- Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, python, C++ , Java and kdb
- Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and PDE
- Collaborate closely with Traders, Platform, Sales, Risks and Technology
- Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance
- Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
- Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
- Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.
Qualifications:
- 15+ years of experience in a comparable quantitative modelling or analytics role, ideally in the financial sector
- Must have technical/programming skills, exposure to Market Data; Statistics and Probability based calculations and Software design and principles
- Must also possess a good level of product knowledge, Investments and Quantitative Methods
- Consistently demonstrates clear and concise written and verbal communication skills
Education:
- PhD and/or master’s degree
•Working Environment: office setting, minimal travel required.
• Effort: minimal physical effort required.
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Model Development and Analytics------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
New York New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
$170,000.00 - $300,000.00
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
Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Anticipated Posting Close Date:
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Automated Processing and AI
We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.
Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
Illinois residents – AI Notice and Right
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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.
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