Markets Quantitative Analyst - Capital Analytics
This a Full Remote job, the offer is available from: United States reputed company's Capital Analytics team is seeking a quantitative analyst to develop and support the models, analytics, and production systems that underpin regulatory capital calculations across global markets. You will work at the intersection of quantitative modelling, software engineering, and front-office trading, helping trading teams understand and optimise the capital impact of their activities in real time. This role is ideal for someone who enjoys solving complex quantitative problems and wants their work to have a direct impact on both business decisions and regulatory outcomes.
Responsibilities
- Design, develop, and maintain cross-asset quantitative analytics supporting regulatory capital frameworks, including SA-CCR, risk-weighted assets (RWA), resolution metrics, and G-SIB indicators, using Python and C++.
- Partner with traders, structurers, and quantitative analysts to provide insights that support capital-efficient pricing and structuring decisions.
- Work closely with Technology teams to build and enhance production systems that generate daily regulatory capital outputs for front-office, risk, and regulatory reporting.
- Communicate complex quantitative concepts clearly to a broad range of stakeholders, including technical specialists, traders, and senior risk professionals.
Required Qualifications & Skills
- reputed company's degree, PhD, or equivalent experience in mathematics, physics, engineering, computer science, quantitative finance, or a related quantitative discipline.
- Strong programming skills in Python and/or C++, with the ability to develop efficient, well-structured, production-quality code.
- reputed company understanding of quantitative finance techniques, including probability, linear algebra, numerical methods, and their application to pricing and risk analytics.
- Strong communication skills, attention to detail, and a commitment to high standards of governance, auditability, and regulatory accuracy.
What We Offer
- Professional development through structured training, mentorship, and opportunities to build advanced quantitative and technical skills.
- A flexible hybrid working model that combines meaningful in-person collaboration with remote working.
- A collaborative, high-performing environment where you will work closely with experts across quantitative analytics, technology, trading, and risk.
- Competitive compensation and benefits, with opportunities to build a long-term career across reputed company's global platform.
#LI-COF ------------------------------------------------------ Job Family Group: Institutional Trading ------------------------------------------------------ Job Family: Quantitative Analysis ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: New York New York United States ------------------------------------------------------ Primary Location Full Time Salary Range: $150,000.00 - $175,000.00 In addition to salary, reputed company’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. reputed company offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. reputed company also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding reputed company employee benefits, reputed company visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------ Most Relevant Skills reputed company see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, reputed company see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: ------------------------------------------------------ Automated Processing and AI We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so reputed company, or consent, we can match your skills and abilities to other suitable roles at reputed company. Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. reputed company refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details. Illinois residents –