Loan Portfolio Capital Management Quantitative Analyst - VP

Citigroup • New York, NY • Posted June 10, 2026

About the Role

Markets Quantitative Analysis builds innovative solutions to the most complex financial problems facing our trading businesses, control functions and international client base. We are industry leaders in derivatives modeling, algorithmic execution and data analysis. Our quantitative analysts (quants) combine traditional financial engineering principles with the latest machine learning and data science techniques to design and develop the quantitative solutions and analytics that support diverse investment and transaction strategies across Markets. Join us at the leading edge as we create economic value for our clients in a systemically responsible manner.

Our team is responsible for developing and maintaining tools used in structuring and monitoring of corporate loan book hedging facilities. A successful team member will be able to communicate well with various stakeholders including traders, Risk and technology as they effectively deliver tools to the desk.

**Respons...