full-time
Systematic Quantitative Analyst
Citi
- Employer
- Citi
- Location
- New York
- Working pattern
- hybrid
- Salary
- $225,000–$250,000 / year
About the role
The analyst will develop sophisticated mathematical models for securities valuation, portfolio structuring, and credit risk decomposition. They will also collaborate with trading and technology teams to implement these quantitative research findings into production-ready trading systems. Candidates must hold a Master's degree in a quantitative field with at least 3 years of relevant experience, or a Bachelor's degree with 6 years of progressive experience. Proficiency in Python and deep knowledge of fixed income markets and credit risk modeling are required.