Quant jobs / Citi

Prime Services & Delta One Quantitative Analyst – Director

A director-level front-office quant role supporting Citi's prime services and delta-one business. It builds pricing, risk and data analytics libraries and GenAI tools for traders and sales.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Lead the pricing and risk analytics libraries for delta-one and prime
Build Monte Carlo and PDE pricing models
Develop data-driven and GenAI-powered tools for the business
Set technical direction with traders, technology and risk

What they ask for

Required

15+ years in a comparable quant modelling role
Programming skills (Python, C++, Java, kdb)
Market data exposure
Statistics and probability
Software design principles
Product and quantitative methods knowledge
PhD or master's

Education: PhD and/or master's degree
Experience: 15+ years in a comparable quantitative modelling or analytics role
Languages and tools: Python
C++
Java
kdb
Markets: equities

How to prepare

Learn delta-one products: total return swaps, futures, ETFs and financing
Implement Monte Carlo and PDE pricers and compare them
Study how prime brokerage financing and margin work
Try a small GenAI tool for a financial data task

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Citi’s site before applying: requirements, location and pay can change after we check them.

View the posting on Citi’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citi and doesn’t handle applications.