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Urgent! Quantitative Analyst Job Opening In New York – Now Hiring Citi
Citigroup Global Markets Inc.
seeks a Quantitative Analyst-Interest Rate Derivatives for its New York, New York location.
Duties: Develop, maintain and improve the financial models used for the pricing of exotic interest rate derivatives for trading desks and risk management globally.
Create, implement and support quantitative models for the trading business leveraging a variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++, C#, .NET, object-oriented software design, Python, SQL, mathematical finance, programming, statistics and probability.
Apply knowledge of probability and stochastics to develop mathematical models for the pricing of interest rate derivatives which are suitable for daily risk management.
Collaborate with Traders, Structurers, and technology professionals.
Work with trading function to risk manage the portfolio of interest rate derivatives and respond to new client requests.
Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers.
Work with control functions including Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure.
Coordinate with risk and control functions to test and document performance of interest rate derivative models.
Contribute to a culture of responsible finance, good governance, expense discipline and ethics.
A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
Requirements: Requires a Master’s degree or foreign equivalent in Quantitative & Computational Finance, Financial Engineering or related field and 1 year of experience as a Quantitative Analyst or related position involving derivative pricing model development and risk management support in a global financial services institution.
1 year of experience must include: Derivative pricing models development using C++; Probability and stochastics including Measure Theory; Interest rate modelling; Exotic derivative products; Monte Carlo Methods and partial differential equation solvers; Stochastic calculus; and Python programming.
Applicants submit resumes at .
Please reference Job ID #25905508.
EO Employer.
Wage Range: $150,000 to $175,000
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
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Job Family Group:
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Job Family:
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Time Type:
Full time------------------------------------------------------
Primary Location:
New York New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
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 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:
Nov 07, 2025------------------------------------------------------
✨ Smart • Intelligent • Private • Secure
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Unlock Your Quantitative Analyst Potential: Insight & Career Growth Guide
Real-time Quantitative Analyst Jobs Trends in New York, United States (Graphical Representation)
Explore profound insights with Expertini's real-time, in-depth analysis, showcased through the graph below. This graph displays the job market trends for Quantitative Analyst in New York, United States using a bar chart to represent the number of jobs available and a trend line to illustrate the trend over time. Specifically, the graph shows 62174 jobs in United States and 2865 jobs in New York. This comprehensive analysis highlights market share and opportunities for professionals in Quantitative Analyst roles. These dynamic trends provide a better understanding of the job market landscape in these regions.
Great news! Citi is currently hiring and seeking a Quantitative Analyst to join their team. Feel free to download the job details.
Wait no longer! Are you also interested in exploring similar jobs? Search now: Quantitative Analyst Jobs New York.
An organization's rules and standards set how people should be treated in the office and how different situations should be handled. The work culture at Citi adheres to the cultural norms as outlined by Expertini.
The fundamental ethical values are:The average salary range for a Quantitative Analyst Jobs United States varies, but the pay scale is rated "Standard" in New York. Salary levels may vary depending on your industry, experience, and skills. It's essential to research and negotiate effectively. We advise reading the full job specification before proceeding with the application to understand the salary package.
Key qualifications for Quantitative Analyst typically include Financial Specialists and a list of qualifications and expertise as mentioned in the job specification. Be sure to check the specific job listing for detailed requirements and qualifications.
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