Senior Quantitative Analyst, Front Office Market Risk – VP

Location: New York

## Senior Quantitative Analyst, Front Office Market Risk – VPApplyremote type:
Hybrid locations:
New York New York United Statestime type:
Full time posted on:
Posted Todaytime left to apply:
End Date:
August 7, 2026 (13 days left to apply) job requisition :
Citi's Markets Quantitative Analysis (MQA) division is seeking a Senior Quantitative Analyst, Market Risk at the VP level to join the Front Office In-Business Market Risk team — a group at the forefront of combining quantitative rigor with next-generation AI to transform how market risk is measured, managed, and acted upon. In this role, you will 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.

This is a high-impact, highly visible position that sits at the intersection of quantitative finance, software engineering, and applied artificial intelligence.
** Responsibilities
* ** Build analytical tools and GenAI-enabled applications that give traders and risk managers real-time visibility into market risk exposure, stress loss, and capital metrics — directly informing portfolio-level hedging strategies.
* Design and deploy AI-assisted workflow solutions that integrate large language models with market risk analytics platforms, quantitative libraries, and market data infrastructure to accelerate business decision-making.
* Develop scalable GenAI pipelines using modern techniques including agentic workflows, MCPs, agent skills, and structured interfaces — ensuring solutions are production-grade, explainable, and governed to Citi's AI standards.
* Collaborate with traders, risk managers, and quant teams to perform in-depth analysis of market risk models, capital methodologies, and risk factor frameworks — identifying and implementing measurable improvements.
* Contribute production-quality Python code to large-scale, in-house analytics libraries, maintaining high standards of architecture, modularity, and long-term maintainability.
* Coordinate end-to-end delivery of strategic market risk, regulatory capital, and GenAI initiatives across Trading, In-Business Risk, MQA, and Technology — managing priorities, stakeholder communication, and execution milestones to meet business and regulatory deadlines.
* Evaluate emerging GenAI technologies and champion adoption of practical solutions that generate measurable gains in risk management effectiveness, analytics capability, and operational efficiency.
** Required

Qualifications & Skills
*** Ten or more years of quantitative modeling experience in market risk within financial services, with deep expertise in VaR, stress testing, PnL attribution, capital calculations, risk factor sensitivities, and large-scale risk analytics platforms.
* Demonstrated strong project management capability, to lead complex, cross-functional delivery initiatives across trading, risk, quant, and technology teams — managing competing priorities and driving projects from concept through production deployment.
* Advanced Python programming skills, including hands-on use of pandas and numpy for large dataset processing, alongside experience with SQL and collaborative development workflows using Git or Bitbucket.
* Extensive knowledge and experience of market risk regulatory frameworks, particularly FRTB IMA, with the ability to ensure model and methodology alignment to current and evolving regulatory requirements.
* Hands-on experience building business-facing platforms including web applications, chat-based tools, or reporting automation frameworks that combine quantitative methods with AI-driven capabilities.
* Familiarity with modern GenAI concepts including prompt engineering, agentic workflows, and responsible AI evaluation practices.
* Clear, smooth, and precise written and verbal communication skills, with the ability to translate complex quantitative and technical concepts for traders, senior risk managers, and technology stakeholders.
* Product expertise across one or more major asset classes such as Rates, Credit, FX, Equity, Commodities, or Securitized products.
** Education
* ** A PhD or Master's…