Citigroup, Inc

Equities Central Risk Book (CRB) Quantitative Analyst - Vice President

Citigroup, Inc$175K — $250K *
Finance & Insurance
Less than 5 years of experience
Job Overview by Ladders

Qualifications

  • Master's degree in Mathematics, Physics, Statistics, or a related quantitative field.
  • At least two years of experience in quantitative algorithmic trading, particularly in Equities.
  • Strong programming skills in Q/KDB and Python.
  • Solid understanding of pricing, risk models, and portfolio management.
  • Proven ability in delivering production-ready projects in quantitative finance.

Responsibilities

  • Develop systematic trading models, alpha signals, and risk measures for Equities CRB.
  • Enhance algorithmic portfolio management systems to optimize risk and expected returns.
  • Collaborate with trading desks to improve modeling and liquidity facilitation.
  • Analyze historical data and conduct simulations using various data sets.
  • Implement coding practices to analyze and test quantitative models effectively.
  • Work as part of a multidisciplinary team to meet business objectives.

Benefits

  • Comprehensive medical, dental, and vision coverage.
  • 401(k) retirement plan.
  • Life, accident, and disability insurance.
  • Wellness programs to support employee health.
  • Flexible paid time off including vacation and sick leave.
Full Job Description
We are seeking a highly skilled and experienced Vice President to join our Equities Central Risk Book (CRB) Quantitative Analyst team in New York. This pivotal role involves contributing to the development and enhancement of systematic trading models, alpha signals, and risk measures within our algorithmic portfolio management systems. The successful candidate will have a direct impact on balancing risk, managing transaction costs, and optimizing expected returns for our trading books. This is an exciting opportunity to work at the forefront of quantitative finance, collaborating closely with trading desks to strategically advance our modeling, risk, systematic liquidity facilitation, and trading infrastructure. Primary Responsibilities of the role • Develop tools, systematic trading models, alpha signals, and risk measures for the Equities Central Risk Book. • Contribute significantly to the development and enhancement of algorithmic portfolio management systems, focusing on balancing risk, transaction costs, tracking error, and expected returns of trading books. • Collaborate very closely with the trading desk to enhance the business via the strategic development of modeling, risk, systematic liquidity facilitation, and trading infrastructure. • Analyze historical data, build mathematical models, and conduct back-tests and simulations using available internal and external trade, quote, and execution data sets. • Undertake substantial coding in a daily capacity to programmatically analyze, test, and implement models. • Work effectively within a team consisting of traders, quantitative analysts, and technologists to achieve business objectives. What we need from you • Strong background in mathematical finance and statistical analysis. • At least two years of experience in the quantitative aspects of algorithmic trading, with preference for direct experience in Equities and the automated management of portfolio risk. • Strong technical programming proficiency in languages such as Q/KDB and Python. • Solid knowledge of pricing, risk models, statistical analysis, and portfolio management. • Proven track record in delivering production-ready projects in a quantitative finance setting. • Demonstrated keen interest and understanding of financial markets. • Knowledge of market microstructure. • Strong teamwork capabilities and the ability to consistently demonstrate clear and concise written and verbal communication skills. • Education: Master's degree in Mathematics, Physics, Statistics, or a closely related quantitative field. What Citi can offer you Joining Citi as a Vice President in New York means becoming part of a dynamic and inclusive environment where your expertise is valued and your career growth is prioritized. We offer a competitive compensation package that recognizes your skills and contributions. You will have access to a wealth of professional development opportunities, allowing you to continuously enhance your knowledge and advance your career within a leading global financial institution. Our supportive work environment encourages innovation, collaboration, and individual empowerment, ensuring you can thrive and make a significant impact. 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: Jul 12, 2026

About Citigroup, Inc

Citigroup is a financial services holding company that provides financial products and services. The company operates through two segments, Global Consumer Banking (GCB) and Institutional Clients Group (ICG). The GCB segment offers traditional banking services to retail customers through retail banking, commercial banking, Citi-branded cards, and Citi retail services. The ICG segment offers various banking, and financial products and services to corporate, institutional, public sector, and high-net-worth clients. This segment provides wholesale banking products and services, including fixed-income and equity sales and trading, foreign exchange, prime brokerage, derivative services, equity and fixed-income research, corporate lending, investment banking, and advisory services, private banking, cash management, trade finance, and securities services. Citi is committed to sustainability and social responsibility, and the company invests in initiatives that promote economic progress.

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Learn more about Citigroup, Inc
Market Cap
$1.3 billion
Industry
Net Income
$89.6 million
Founded
1812
5 Year Trend
+4.6%
NASDAQ

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