Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location.

Duties: Engineer new and enhance existing trading infrastructure, strategies, and models for automated market making and risk management in Corporate Bonds, Exchange Traded Funds (ETF), Specified Pools, and any other upcoming trading strategies in the U.S. and EMEA markets. Build technological infrastructure, including code base, testing framework, and the daily calibration processes. Identify potential areas for optimization and performance enhancements including suggestions for the ongoing maintenance and improvement of overall code quality. Work closely with the Technology team and roll out the models and strategies to production in Linux and other distributed systems, such as Elastic Container Service (ECS), or similar. Coordinate with Quantitative Analysts, Traders, and other teams to understand the business needs of the technology to ensure the system is ideally built for the problem at hand. Design and develop efficient infrastructure and algorithms utilizing Python, C++, Kdb+, Q, R, and SQL to host multiple trading models and strategies. Conduct extensive profiling of models and improve efficiency based on performance results. Work closely with Quantitative Analysts and Traders to optimize and suggest performance improvements for the existing and upcoming strategies. Perform exhaustive code reviews in tools including GIT and BitBucket and work closely with Quantitative Analysts to maintain and improve code quality and efficiency. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

Requirements: Master’s degree, or foreign equivalent, in Operations Research, Mechanical Engineering, Computer Science, or a related field, and five (5) years of experience in the job offered or in a related quantitative occupation developing algorithms within the financial services industry. Five (5) years of experience must include: Developing and debugging financial algorithms and infrastructure using languages including Python, C++, Kdb+/Q, R, and SQL; Performing credit quantitative model development, testing, and production roll out using continuous testing and deployment tools including TeamCity; Working on pricing and risk management libraries involving Corporate Bonds and Exchange Traded Funds (ETF); Rolling out models and strategies to production in Linux and other distributed systems including Elastic Container Service (ECS) and Simple Storage Service (S3); Conducting performance profiling and optimization of Python code using tools including cProfile; and Debugging and reviewing trading strategies and back tests using knowledge of NAM and EMEA bond markets and software engineering concepts. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25905017. EO Employer.

Wage Range: $200,000.00 to $250,000.00

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

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Primary Location:

New York New York United States

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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 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.

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Other Relevant Skills

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

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Anticipated Posting Close Date:

Nov 21, 2025

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