Develop and enhance analytics libraries for pricing and risk management of Interest Rate Derivatives. Collaborate with trading desks and control functions to implement sophisticated quantitative models and ensure proper…
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Jobs at Citi
11 current jobs at Citi.
Current opportunities
Search all jobsDevelop and maintain pricing and risk analytics libraries for FX Options using C++ and Python. Collaborate with quantitative analysts and technology teams to integrate new models and functionality into trading infrastru…
You will design and build Python-based services and AI-enabled automation tools to support the quantitative model lifecycle for market and credit risk. This involves developing automated testing frameworks, data analysi…
The Quantitative Analyst will research and analyze EMEA equity market microstructure to develop and optimize algorithmic trading strategies. They will also build and maintain production-quality components for the electr…
Build and enhance Python-based risk analytics tools and dashboards to support a firm-wide stress testing programme. Lead AI-driven development initiatives and manage the integration of risk models with enterprise IT sys…
The Quantitative Trader oversees the Central Risk Book by developing quantitative strategies, managing risk models, and optimizing trading performance. They collaborate with stakeholders to ensure effective hedging and…
The Quantitative Analyst will research, develop, and enhance electronic market-making models, including pricing, prediction, and hedging algorithms. They will partner with traders and technologists to translate quantita…
Manage portfolios of systematic and index rebalance strategies while generating trading revenues and managing book risk. Develop and implement quantitative strategies using Python and KDB/Q to optimize alpha capture and…
The Quant Trader is responsible for overseeing a trading book, managing associated risks, and ensuring the desk meets budgeted revenue targets. The role involves coordinating with sales, research, and control functions…
Design and implement automated market-making models and backtesting infrastructure for the rates business. Optimize the technology stack for pricing, hedging, and trading analysis while collaborating with traders and ri…
Build and enhance Python-based risk analytics tools and dashboards to support a global stress testing programme. Lead AI-driven development initiatives and integrate risk models with enterprise IT systems. Requires a Ma…