Quant jobs / Citi

Quantitative Analyst – In-Business Risk Team – VP

A front-office market risk quant role in Citi's equities In-Business Risk team. It builds tools for traders and risk managers to assess market risk, stress loss and capital.

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.

Build analytics apps, including AI-powered ones, for market risk and stress loss
Review current market risk and capital models and propose upgrades
Develop portfolio-level hedge strategies with traders
Contribute to large in-house Python libraries

What they ask for

Required

6-10 years in financial quant modelling
In-depth equities pricing model knowledge
Stochastic calculus and pricing models
Strong Python and Git
SQL, pandas and numpy
VaR and stress testing
PhD or master's in a technical subject

Preferred

Angular and Tableau

Education: PhD or master's in statistics, maths, physics, computer science, quantitative finance or operations research
Experience: 6-10 years in quantitative modelling in finance
Languages and tools: Python
SQL
Git
Angular
Tableau
Markets: equities

How to prepare

Compute historical and Monte Carlo VaR for an equity portfolio in Python
Study equity derivatives pricing and stress-scenario design
Learn how market risk capital is measured
Practise building a simple risk dashboard from portfolio data

What to study

The Risk 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.