Citi Group Quantitative Analyst - Equity Derivatives 

United States, New York, New York 

594807465

The role involves working closely with Trading, Sales, Structuring, and Risk and Control Functions. The principal responsibility is the development of pricing models within the strategic Equity Derivatives analytics library. Experience of 2 to 4 years with standard equity derivatives models and products are essential, alongside strong mathematical and programming skills (Python). The successful candidate will have strong problem-solving skills and the ability to communicate clearly with a wide variety of stakeholders.

Develop analytics libraries used for pricing and risk-management of Equity Derivatives.

Develop hedging methods using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers.

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.

Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services.

Strong experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.

Must have technical/programming skills; Python. Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles.

Experience with Machine Learning, GenAI, and reinforcement learning.

Consistently demonstrates clear and concise written and verbal communication skills.

Master’s or PhD in a relevant field.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Anticipated Posting Close Date:

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