Requirements: Requires a Master’s degree, or foreign equivalent in Finance, Economics, Mathematics, or related quantitative field and 2 years of experience as a Trader, Analyst, Quantitative Analysis Program Analyst or related position involving quantitative markets research, generating trading revenue and managing risk particularly for repo products. Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of the specified progressively responsible, post-baccalaureate experience. Full span of experience must include: Coding, including utilizing Python and SQL for monitoring real-time positions, P&L, and funding gaps across counterparties and collateral types; Mathematical optimization algorithms for managing real-time positions, minimizing funding costs, closing funding gaps across counterparties and driving collateral allocation decisions; Bloomberg Terminal to monitor collateral valuations, pulling yield curves, security-level analytics and counterparty credit data; Quantitative portfolio optimization and using quantitative signals to forecast funding stress, adjusting collateral composition and expressing macro views; Financial data analysis & market research to enable the identification of funding trends, seasonal liquidity patterns, and rate dislocations across short-term money markets; and Interest rate derivatives, FX, fixed income markets, and integration of macro themes into short-term funding strategies and sophisticated yield curve positioning. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #261001901. EO Employer.
Wage Range: $150,000 to $175,000
Job Family Group: Institutional Trading
Job Family: Trading
Job Family Group
Job Family
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 citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
- Most Relevant Skills
- Wholesale Lending Operations Management.
- Other Relevant Skills
- For complementary skills, please see above and/or contact the recruiter.
Anticipated Posting Close Date
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.
