Apply (opens in new window)

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, youll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

Citigroup Global Markets Inc. seeks a Model/Anlys/Valid Officer for its New York, New York location.

Duties: Apply mathematical theories and no-arbitrage pricing techniques to develop, maintain and enhance the quantitative models used for pricing and risk for the Muni Derivatives business and Spread Products Solutions business. Apply mathematical techniques, including copula models and stochastic calculus for computing the Credit Value Adjustment, Funding Valuation Adjustment and other affine metrics for portfolios of Credit, Municipal and Mortgage derivatives. Design and develop analytical tools and applications for the Global Spread Products business, leveraging various data science techniques that would help the desk identify relative value opportunities and potential market risks involved. Improve the calculation speed and performance for production batch run to make sure trading desks can get the profit and loss, market risk factors sensitivities accurately and in time. Work with the trading desks to understand the product specific features and hedging strategies for any new product that needs to be modelled in the analytics. Cooperate closely with traders, structurers, and technology professionals to support their daily business, resolve production issues and answer questions about pricing, risk calculation and profit attribution analysis. Coordinate with IT and adjunct teams to deploy the trading solutions in the IT infrastructure. Implement the models and tools required by the business within the analytics library, using C++ and Python. Work in close partnership with control functions such as Market Risk, Model Validation Group, Audit, Finance to ensure appropriate governance and control infrastructure. Write the necessary documentation of the models used by the business for model validation and implement the necessary tests for the ongoing performance analysis required by regulation. 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 Masters degree, or foreign equivalent, in Mathematics, Physics, Computational Science, Quantitative & Computational Finance or related quantitative field and 3 years of experience as a Quantitative Analyst, Financial Analyst, or related position involving software development and analysis for financial industry. 3 years of experience must include: Java, Python; SQL, Sybase, DB2; Data analysis and reconciliation; Application development; and Profit and loss attribution analysis. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #26978056. EO Employer.

Wage Range:                $225,000 to $250,000

Job Family Group:         Risk Management

Job Family:                   Model Development and Analytics

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

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, Citis 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:

Sept 04, 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( opens in new window)

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

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( opens in new window).

View Citis EEO Policy Statement( opens in new window) and the Know Your Rights( opens in new window) poster.

Apply (opens in new window)