Quantitative Trader, Equities Central Risk Book, Director or Vice President

The Quantitative Trader for the Equities Central Risk Book is responsible for overseeing the Central Risk book, generating revenues, and managing book risk. This role involves developing and implementing quantitative strategies, improving risk models, and coordinating with various stakeholders to enhance trading performance.

Responsibilities:

• Utilize quantitative techniques and intraday risk analytics to assist with Central Risk Book (CRB) trading and risk management.

• Utilize market risk models to manage trading book risk and tune parameters under an optimization framework.

• Monitor profit and loss (P&L) attribution and conduct backtests to adjust trading strategies.

• Conduct alpha research, quantitative analysis, and ongoing performance assessment to support the enhancement of existing P&L and trading strategies.

• Program high-performance research and execution systems in Python and KDB/Q to optimize alpha capture, reduce market impact, and enhance hedging effectiveness across trading desks.

• Partner with quantitative researchers and portfolio managers to optimize alpha capture, reduce market impact, and enhance hedging effectiveness through >------------------------------------------------------

  Job Family Group:

  Institutional Trading

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  Job Family:

  Trading

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  Time Type:

  Full time

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  Primary Location:

  New York New York United States

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  Primary Location Full Time Salary Range:

  $200,000.00 - $300,000.00

  
  In addition to salary, Citi’s 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.

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  Most Relevant Skills

  Please see the requirements listed above.

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  Other Relevant Skills

  For complementary skills, please see above and/or contact the recruiter.

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  Anticipated Posting Close Date:

  Jun 08, 2026

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  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.

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