Index Analyst

Citigroup Global Markets Inc. seeks an Index Analyst for its New York, NY location.

Duties: Perform quantitative analysis for the Citi Research and Equity Unit. Create and maintain Excel spreadsheets to enable index calculation and enhance controls. Onboard new indices, including back-testing, and incorporate new processes into existing calculation frameworks. Calculate index levels and weights in accordance with index condition documents. Develop and run daily reports for internal and external parties, including Citi’s internal trading and structuring functions, clients, and calculation agents. Mathematical Finance knowledge is used to create statistical models and equations. Develop models and perform daily calculations using Python programming. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Bachelor’s degree, or foreign equivalent, in Finance, Mathematics, Statistics, Computer Science, or a related field, and three (3) years of experience in the job offered or in a related occupation providing quantitative analysis within the financial industry. Three (3) years of experience must include: Identifying and resolving data-related issues with Python (using PyCharm or Spyder), SQL (using scripts or MS SQL Server Management Studio), REST APIs, and MS Excel (using addins); Overseeing periodic market data imports from various sources including Bloomberg and Refinitiv; Using MS Excel and Python to develop client reports, including current calculation details and bespoke historical analysis; Using financial instruments and investing strategies to implement index calculation models meeting client and business requirements; Performing Valuation of Swaps/Swaptions using SABR Model; Conducting Option Surface calibration and Implied Vol calibration using Brent’s method and implementing in python; and Conducting Portfolio Performance Attribution and Risk Decomposition. In the alternative, employer will accept a Master’s degree and one (1) year of experience. Employer will accept pre- or post- Master’s degree experience. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/.  Please reference Job ID# 25833666. EO Employer.

Wage Range:                $160,000.00 to $160,000.00

Job Family Group:         Research

Job Family:                   Benchmark Administration

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Job Family Group:

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

Apr 09, 2025

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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