We are seeking a highly motivated and experienced Quantitative Analyst for an exciting opportunity within our Cash Equities organization. This front-office role sits within the Central Risk team, which plays a crucial part in optimizing execution and risk across Citi’s Equities franchise. You will be responsible for the research, design, implementation, and maintenance of systematic trading components, including our Systematic Internalizer (SI), portfolio optimizer/hedger, as well as analytics, estimators, and signals.
In this role, you will also build analytics and reporting capabilities which you will use to identify internalization opportunities, driving both P&L growth and cost reductions. You will collaborate closely with traders, risk managers, and technology partners, applying your quantitative expertise and coding proficiency to directly influence trading behaviour.
Required Skills and Qualifications
- Expertise in statistical methods and inference, including time series analysis, regression, and optimization techniques
- Advanced coding skills in one or more of the following languages: KDB/q, Java, C++, or Python, with demonstrated experience in designing and implementing production quality code
- Strong experience in data processing and analytics libraries such as Numpy, Pandas and proficiency in handling large datasets effectively
- Familiarity with best practices in software engineering, including testing and continuous integration as well as version control systems (e.g. git)
- Ability to communicate complex quantitative concepts to non-technical stakeholders and collaborate effectively across teams
- Strong analytical mindset, problem solving attitude, attention to detail, and a proven ability to solve complex quantitative or technical problems under pressure
- Masters or PhD in a scientific, quantitative, or technical field such as Statistics, Computer Science, Mathematics, or Engineering
- Experience in a similar role, ideally within a Central Risk, Execution, or Equities organization
- Basic commercial awareness, as well as communication and diplomacy skills to guide, influence, and persuade stakeholders
Preferred Skills:
- Proficiency in KDB+/q
- Knowledge of the equity market microstructure, liquidity landscape, risk management, or trade execution algorithms
- Understanding of modern portfolio theory and quantitative risk management techniques
- Familiarity with central risk platforms and their integration with trading systems
- Experience with feature engineering, machine learning techniques, and their applications in financial markets
What we offer:
- Highly competitive compensation and benefits packages
- The opportunity to work in a fast paced, intellectually challenging environment with direct trading impact
- Access to cutting-edge technology and vast datasets readily available for you to make a real difference
- Career growth and professional development opportunities within a leading global financial institution
Additional Responsibilities:
- Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
- Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
- Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
- 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
- Adhere to all policies and procedures as defined by your role which will be communicated to you
- 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.
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Job Family Group:
Institutional Trading
Job Family:
Quantitative Analysis
Time Type:
Full time
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
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