Citibank (Switzerland) AG in New York seeks a Director-level Quantitative Analyst for Prime Services & Delta One to build pricing and risk analytics. You will design models and GenAI-powered tools to support trading, pricing, and risk decisions.
Responsibilities include developing analytics libraries, implementing pricing models with Monte Carlo methods and PDE, and collaborating with traders, risk, and technology teams while upholding Citi's governance and compliance standards.
#J-18808-LjbffrDirector, Quantitative Analytics - Prime Services Delta One in new york at Unknown Company
This position is listed as full time and onsite.