Job Description

Our team is responsible for developing and maintaining tools used in structuring and monitoring of corporate loan book hedging facilities. A successful team member will be able to communicate well with various stakeholders including traders, Risk and technology as they effectively deliver tools to the desk.

Responsibilities:

• Develop new models to expand product coverage and market features.
• Develop tools for traders to be able to visualize and analyze their facilities.
• Provide daily support to traders to explain changes in pricing, regulatory capital, and stress testing.
• Develop model performance test methodologies (back testing, stress tests, benchmarking, etc.)
• Prepare analytical reports for senior management, business and risk management functions, and for regulators
• Build a culture of responsible finance, ethics, good governance and supervision

Qualifications:

• Strong programming skills in languages such as Python, C++, or R, with experience in numerical libraries and data manipulation.
• Utilizing Python and SQL programming languages and AI tools to develop data analytics reports
• Strong analytic and quantitative skills, especially in data science and optimization.
• Ability to translate complex quantitative concepts into clear and concise explanations for both technical and non-technical audiences.
• Proven experience (typically 5+ years) in a related quantitative occupation performing data or risk analysis.

Education:

• Advanced degree (Master's or Ph.D.) in a quantitative field such as Financial Engineering, Mathematics, Physics, Computer Science, or Statistics.

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

------------------------------------------------------

Job Family Group:

Institutional Trading

------------------------------------------------------

Job Family:

Quantitative Analysis

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Primary Location:

New York New York United States

------------------------------------------------------

Primary Location Full Time Salary Range:

$175,000.00 - $250,000.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

------------------------------------------------------

Most Relevant Skills

Please see the requirements listed above.

------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

------------------------------------------------------

Anticipated Posting Close Date:

May 20, 2026

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi

View Citi’s EEO Policy Statement and the Know Your Rights poster.