Quant jobs / Citi

Systematic Quantitative Analyst – Credit and Fixed Income

A systematic research role at Citigroup Global Markets that builds quantitative trading strategies and risk models for corporate bonds. Researchers work with traders, technologists and risk teams to put findings into production.

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.

Research bond trading signals using large bond trading datasets
Design multi-factor credit risk decompositions for corporate bonds
Build Python backtests that simulate realistic trading conditions
Hand research over to traders and technology as production tools

What they ask for

Required

Master's in applied maths, finance or financial engineering with 3 years of quant experience (or bachelor's with 6 years)
Python analytics development
Corporate bond and credit market knowledge
Credit spread dynamics and capital structure
Market microstructure of credit markets
Statistical and machine-learning signal work on large datasets

Education: Master's in applied maths, finance, financial engineering or similar; bachelor's accepted with more experience
Experience: 3 years as a quant analyst or similar (6 years with a bachelor's)
Languages and tools: Python
Markets: fixed-income, credit

How to prepare

Backtest a credit or bond signal in Python with realistic transaction costs
Study corporate bond pricing, spreads and credit factor models
Learn the market microstructure of bond trading and how data is recorded
Practise machine-learning feature work on noisy financial data

What to study

The Quantitative Researcher 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.