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Credit Quantitative Analyst at Citi - ApplyBlast

Credit Quantitative Analyst

Citi

5 months ago

3.6 on Glassdoor

Remote

Full Time

Senior

0 applicants

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About this role

A VP Quantitative Analyst joins the Spread Products Credit Quant Team in New York, supporting market-making capabilities in new credit structures through the end-to-end development of sophisticated models and their high-performance implementation.

Responsibilities

Design, develop, and implement sophisticated mathematical models for credit contingent securities
Collaborate with trading, structuring, and technology teams to deliver quantitative solutions
Conduct thorough model testing, validation, and documentation
Provide expert quantitative support to front-office teams on credit contingent securities
Design and maintain Python-based tools for trade pricing and risk management

Skills

Qualifications

Master’s degree or higher in a quantitative field4-5 years of experience in a comparable quantitative modeling or analytics roleExpert-level programming skills in C++Strong proficiency in PythonDeep understanding of probability theory, stochastic calculus, and numerical methods

About Citi

citi.com

Company Size

1-10 employees

Founded

2025

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Citibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.