Develop and scale technology solutions for trading problems, working closely with trading and strategy teams to identify opportunities and create commercial value. Build and improve research platforms, backtesting infra…
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Provide independent valuations and risk assessments for gas storage, swing options, pipeline capacity, power assets, and other structured transactions, including analysis of embedded operational and market optionality.…
Analyze revenue, market, and cash-flow risks across battery energy storage assets and portfolios, and develop quantitative models including stochastic models and Monte Carlo simulations. Assess revenue streams and route…
Manage systematic and index-rebalance trading portfolios, forecast index-related flows, and develop quantitative strategies through research, testing, deployment, and monitoring. Oversee trading-book risk and performanc…
Execute securities lending trades to improve client portfolio performance, develop borrower relationships, and identify opportunities in special situations and latent holdings. Build analytical tools, support research a…
Develop and maintain production-ready pricing models, analytics libraries, and risk tools for commodity derivatives, using quantitative methods and C++, Python, JavaScript, and React. Partner with front-office teams and…
Develop and support quantitative analytics libraries and pricing models for trading and risk management, using numerical methods and a range of programming languages and tools. Collaborate with trading, structuring, tec…
Design, build, deploy, and support production analytics, pricing, risk management, and automation systems for the FX Options business across the full quantitative change lifecycle. Partner with trading, technology, and…
Develop and maintain production-grade analytics, pricing, risk management, and automation systems for Citi's FX Options business using modern C++ and Python. Collaborate with traders, structurers, technologists, and con…
Design, build, and improve backtesting infrastructure, automated market-making models, and data-driven trading tools for the rates business. Optimize the pricing, hedging, and trading technology stack while collaboratin…
Research, develop, test, and implement wholesale expected credit loss and stress-testing models, including models for IFRS 9, CECL, ICAAP, and related regulatory requirements. Analyze and communicate model results, buil…
Develop and support cross-asset XVA analytics for Markets Front Office, implementing quantitative models primarily in C++ and using Python for development. Support trading desks, collaborate with MQA and control teams,…
Lead the design, development, and optimization of Citi’s low-latency Smart Order Router, including routing logic, venue analysis, performance, and system stability. Collaborate with product, quantitative research, and t…
Develop and support cross-asset XVA analytics for Markets Front Office using probability theory, financial mathematics, and numerical methods, implementing solutions primarily in C++ and also using Python. Support tradi…
Lead the design, development, and maintenance of Citi’s next-generation low-latency electronic execution platform, including algorithmic trading, smart order routing, connectivity, and market data systems. Collaborate w…
Develop and enhance analytics libraries and quantitative models for pricing commodity derivatives and supporting trading risk management. Collaborate with trading and client-facing teams and control functions to deliver…
Develop and execute MISO virtual electricity trading strategies, manage daily positions and portfolio exposure, and identify opportunities using market pricing, grid constraints, and supply-demand analysis. Monitor capi…
Research market microstructure, order book dynamics, and liquidity, and analyze execution costs and post-trade performance attribution. Develop and optimize high-performance models and tools in C++ and Python, using res…
Build and operate the firm’s risk technology platforms, including risk calculation services, real-time monitoring, data pipelines, APIs, dashboards, and productionized risk models. Ensure system reliability, performance…
Develop and test systematic trading signals across asset classes, taking research from hypothesis through portfolio-level analysis and into production with live capital. Evaluate strategies at the portfolio level, accou…