Senior Quantitative Analyst, Front Office Market Risk – VP
Core
Build and lead delivery of analytics tools, GenAI-enabled applications, and risk frameworks that directly shape trading decisions and capital strategy across Citi's global Markets businesses.
Role type
Senior VP Quantitative Analyst (Market Risk & GenAI)
Builds
Production-grade analytics tools, GenAI pipelines, and risk management frameworks for global trading businesses
Domain
Financial Services / Quantitative Finance / Generative AI
Deliverable
production ML models | product features
Required skills
Quantitative modeling (VaR, stress testing, PnL attribution, capital calculations), Python (pandas, numpy), SQL, Git/Bitbucket, FRTB IMA regulatory frameworks, GenAI (LLMs, agentic workflows, prompt engineering), Asset class expertise (Rates, Credit, FX, Equity, Commodities)
Preferred skills
Project management for cross-functional delivery, Web application development, Responsible AI evaluation practices
Technologies
Python, pandas, numpy, SQL, Git, Bitbucket, Large Language Models (LLMs), Agentic workflows
Responsibilities
Build analytical tools and GenAI applications for real-time market risk visibility; Design and deploy AI-assisted workflow solutions integrating LLMs with risk platforms; Develop scalable GenAI pipelines using agentic workflows and MCPs; Collaborate on market risk model and capital methodology analysis; Contribute production-quality Python code to large-scale analytics libraries; Coordinate end-to-end delivery of strategic market risk and GenAI initiatives
Seniority
Senior, hands-on IC with leadership scope