Overview
In this role you will develop cross-asset quantitative models and analytic frameworks to optimise capital across Citi’s global trading businesses. You’ll work closely with traders, structurers, and quants to deliver actionable insights that influence front-office decisions. You will design scalable Python/C++ analytics and apply advanced maths to large datasets, supporting pricing, balance sheet optimisation, and capital-efficient trade structuring. The position sits at the intersection of quantitative modelling, technology, and front-office trading, offering impact on business performance and risk-adjusted returns. This is a collaborative, high-performance environment with opportunities to影
Pay / Benefits
- Structured training and mentorship
- Hybrid working model
- Collaborative, high-performing environment
- Opportunities to build advanced quantitative skills
- Competitive compensation and benefits
- Long-term career across Citi’s global platform
Responsibilities
- Develop and enhance cross-asset quantitative models for capital optimisation across global trading businesses
- Build analytical frameworks supporting pricing, balance sheet optimisation, and capital-efficient trade structuring
- Collaborate with traders, structures, and quants to deliver actionable front-office insights
- Design and implement scalable Python and C++ analytics used across trading, risk, and capital management platforms
- Work with large datasets and complex portfolios to improve modelling accuracy and efficiency
- Contribute across the full model lifecycle from research to production support
Key requirements
- Strong quantitative background (Master’s/PhD) in Mathematics, Physics, Engineering, Computer Science, Quantitative Finance, or related discipline
- Experience developing quantitative models and analytics in financial markets
- Strong Python and/or C++ programming skills
- Solid understanding of probability, statistics, numerical methods, and financial modelling
- Excellent problem-solving and communication skills to explain concepts to technical and business stakeholders
- Interest in working close to trading desks and applying quantitative techniques to real-world challenges
- Problem-solving
- Communication
- Collaborative teamwork
- Python
- C++
- Quantitative modelling
…