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.

Requirements

• Utilize quantitative techniques and intraday risk analytics to assist with Central Risk Book (CRB) trading and risk management.
• Monitor profit and loss (P&L) attribution and conduct backtests to adjust trading strategies.
• Partner with quantitative researchers and portfolio managers to optimize alpha capture, reduce market impact, and enhance hedging effectiveness through data-driven execution strategies.
• Liaise with control functions by providing data and analysis to support the firm's governance infrastructure and ensure appropriate controls.
• Oversee and manage risk of trading books across stocks, ETFs, and delta-one products, ensuring compliance with firm-level capital allocation guidelines and regulatory risk frameworks.
• Review code, validate model assumptions, and ensure adherence to best practices in portfolio construction and risk management.
• Synthesize periodic strategic performance reviews for senior management.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets.

Benefits

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays