# Job Position
**Position:** Quantitative Analyst

**Company:** Citi

**Location:** New York, NY

**Country:** US

**Work Type:** Full-time

**Salary:** $200,000 - $250,000 a year

**Company Rating:** 3.9/5 (20031 reviews)

**Posted:** "2024-07-31T04:04:00.000Z"

---

## Job Description

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location.   Duties: Provide analytical models used for pricing securities and risk managing the Firm’s positions across a range of Fixed Income and Equity products. Cover model development and implementation, hedge efficiency, calibration algorithms, and risk measures. Research the mathematical derivation of a pricing model for equity and cross-asset products. Implement and enhance analytical models in the C++ equity and multi-asset library. Write and perform unit tests and regression tests covering significant test cases for newly developed pricing and risk models. Perform model validation submission for existing or newly developed base or product models. Design and develop optimization and calibration schemes