Quantitative Analyst - C13 - NEW YORK

As a Vice President, Counterparty Credit Risk Quantitative Developer at Citi, you will build the pricing and risk-management models that power trading decisions across multiple asset classes. You will design and maintain exposure and valuation models used to measure counterparty credit risk, including potential future exposure and credit valuation adjustment calculations, giving you direct influence over how Citi prices and manages counterparty risk globally. You will partner daily with traders, structurers, and technology teams, applying modern programming languages and AI tools to deliver high-performance, reliable analytics. This role sits at the center of Citi's Global Markets business, where your development expertise will directly shape pricing accuracy and risk outcomes.

Responsibilities

Build analytics libraries that support pricing and risk management across multiple asset classes.

Develop and implement quantitative models for the trading business using C++ and Python.

Design counterparty credit risk models, including exposure simulation and credit valuation adjustment methodologies.

Analyze the time and memory constraints of quantitative models to deliver efficient, high-performance code.

Apply AI tools daily to accelerate model development, testing, and documentation.

Collaborate with traders, structurers, and technology professionals to translate market needs into working solutions.

Partner with Legal, Compliance, Market and Credit Risk, Audit, and Finance teams to maintain strong governance and controls.

Evaluate risk and reward on transactions, applying sound judgment to protect Citi's reputation and client interests.

Required Qualifications & Skills

5 to 8 years of experience in quantitative development or analytics, ideally within the financial sector.

Programming proficiency in Python and C++.

Strong understanding of software design principles and object-oriented programming.

Applied knowledge of market data and complex financial instruments across multiple asset classes.

Practical experience modeling counterparty exposure or valuation adjustments, such as credit valuation adjustment or potential future exposure.

Strong grounding in statistics and probability theory, including designing numerical schemes to value complex financial contracts.

Ability to translate complex quantitative concepts into clear, actionable findings for trading and risk stakeholders.

Clear and concise written and verbal communication skills.

Bachelor's degree in a quantitative field or equivalent practical experience.

What We Offer

Join a team at the center of Citi's Global Markets business, where development expertise directly shapes trading and counterparty risk decisions across multiple asset classes.

Work in a hybrid model, spending three days in the office and two days working remotely each week.

Gain exposure across multiple asset classes and counterparty risk disciplines to broaden your quantitative development expertise.

Apply modern AI tools daily to accelerate model development and sharpen your technical skills.

Collaborate directly with traders, structurers, and risk teams on high-impact pricing and exposure decisions.

Access global learning and development programs to grow your technical and leadership capabilities.

Benefit from resources that support your financial wellbeing and long-term career goals.

Apply today to build the quantitative models that power Citi's trading and counterparty risk decisions across global markets.

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

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:

Nov 09, 2026 ------------------------------------------------------

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

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

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.