Job Description

Citi's Capital Analytics team is seeking a quantitative analyst to develop and support the models, analytics, and production systems that underpin regulatory capital calculations across global markets. You will work at the intersection of quantitative modelling, software engineering, and front-office trading, helping trading teams understand and optimise the capital impact of their activities in real time.

This role is ideal for someone who enjoys solving complex quantitative problems and wants their work to have a direct impact on both business decisions and regulatory outcomes.

Responsibilities

• Design, develop, and maintain cross-asset quantitative analytics supporting regulatory capital frameworks, including SA-CCR, risk-weighted assets (RWA), resolution metrics, and G-SIB indicators, using Python and C++.
• Partner with traders, structurers, and quantitative analysts to provide insights that support capital-efficient pricing and structuring decisions.
• Work closely with Technology teams to build and enhance production systems that generate daily regulatory capital outputs for front-office, risk, and regulatory reporting.
• Communicate complex quantitative concepts clearly to a broad range of stakeholders, including technical specialists, traders, and senior risk professionals.

Required Qualifications & Skills

• Master's degree, PhD, or equivalent experience in mathematics, physics, engineering, computer science, quantitative finance, or a related quantitative discipline.
• Strong programming skills in Python and/or C++, with the ability to develop efficient, well-structured, production-quality code.
• Solid understanding of quantitative finance techniques, including probability, linear algebra, numerical methods, and their application to pricing and risk analytics.
• Strong communication skills, attention to detail, and a commitment to high standards of governance, auditability, and regulatory accuracy.

What We Offer

• Professional development through structured training, mentorship, and opportunities to build advanced quantitative and technical skills.
• A flexible hybrid working model that combines meaningful in-person collaboration with remote working.
• A collaborative, high-performing environment where you will work closely with experts across quantitative analytics, technology, trading, and risk.
• Competitive compensation and benefits, with opportunities to build a long-term career across Citi's global platform.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

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

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