Markets Quantitative Analyst - Capital Analytics
Want to build quantitative models that directly influence trading decisions and optimise how capital is deployed across global markets?
Citi's Capital Analytics team sits at the intersection of quantitative modelling, technology, and front-office trading. We develop the analytics and systems that help traders understand the capital impact of their activities in real time, enabling smarter pricing, more efficient balance sheet usage, and better risk-adjusted returns.
This is a unique opportunity to work on large-scale quantitative challenges, applying advanced mathematics, programming, and financial modelling to problems that have a direct impact on business performance across Citi's global markets franchise.
What You'll Do
- Develop and enhance cross-asset quantitative models used to measure and optimise capital across global trading businesses
- Build analytical frameworks supporting pricing, balance sheet optimisation, and capital-efficient trade structuring
- Partner closely with traders, structurers, and quantitative analysts to deliver actionable insights that influence front-office decision-making
- Design and implement scalable Python and C++ analytics used across trading, risk, and capital management platforms
- Work on large datasets and complex portfolios to improve modelling accuracy, performance, and efficiency
- Contribute throughout the full model lifecycle, from research and development through to implementation and production support
What We're Looking For
- Strong quantitative background (Master's/PhD) in Mathematics, Physics, Engineering, Computer Science, Quantitative Finance, or a related discipline
- Experience developing quantitative models and analytics within a financial markets environment
- Strong Python and/or C++ programming skills
- Solid understanding of probability, statistics, numerical methods, and financial modelling
- Excellent problem-solving and communication skills, with the ability to explain quantitative concepts to both technical and business stakeholders
- Interest in working close to trading desks and applying quantitative techniques to real-world business challenges
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------------------------------------------------------
Job Family:
Quantitative Analysis------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
New York New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
$150,000.00 - $175,000.00In 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.
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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:
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Automated Processing and AI
We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.
Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
Illinois residents - AI Notice and Right
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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.