Markets Quantitative Analyst - Capital Analytics

Citi's Capital Analytics team seeks a quantitative analyst to develop and support models for regulatory capital calculations. You will work with traders and technology teams to optimize capital impact and enhance production systems, using Python and C++.

• Design, develop, and maintain quantitative analytics for regulatory capital frameworks
• Partner with traders and structurers for capital-efficient pricing
• Collaborate with Technology teams to enhance production systems
• Communicate complex quantitative concepts to diverse stakeholders
• Master's degree or equivalent in a quantitative discipline
• Strong programming skills in Python and/or C++