Algorithmic Execution Quant Jobs in New Castle, DE

Citibank, N.A. seeks a Credit Portfolio Senior Analyst for its Wilmington, Delaware location.

• Develop quantitative techniques to inform securities and equities investing, pricing, and valuation of financial instruments.
• Create mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis.
• Perform credit review, approval, and portfolio monitoring.
• Develop and improve credit procedures and identify areas for policy adjustments.
• Provide analytics at portfolio and segment levels for risk and profit optimization.
• Collaborate with Risk Management Information Systems on Credit Risk Reporting and Portfolio Quality Review reporting.
• Work with cross‑functional teams in policy execution and management.
• Analyze credit and financial performance to recommend policy adjustments using statistical scoring, segmentation, regression, and simulation techniques.
• Analyze cards portfolio performance at granular and product levels.
• Conduct data‑driven root cause analysis using SAS and SQL.
• Develop credit tests and risk strategies using statistical and modeling techniques.
• Create tracking mechanisms for monitoring credit tests and expansions.
• Utilize SAS in a UNIX environment for risk, financial, and data analyses.
• Evaluate and implement analytic tools to enhance reporting capabilities.
• Formulate objectives and develop analytical solutions using advanced segmentation techniques such as PCA and CHAID.
• Write and integrate queries in SAS and SQL, ensuring reporting accuracy.
• Simplify data extraction processes to improve datamarts.

• Master’s degree (or foreign equivalent) in Statistics, Mathematics, or a related quantitative field, and at least 1 year experience as a Credit Risk Analyst or related position.
• Alternatively, Bachelor’s degree in the specified fields and 3 years of experience in the above positions.
• Experience must include statistical analytics using SAS/SQL; algorithm design and analysis for behavior forecasting; SAS programming for data management; regression analysis; machine learning algorithm design and implementation; clustering analysis and risk segmentation; simple and nonlinear regression models calculation; model fit and assumption testing; experimental design (randomization, replication, control); approximation of sampling distribution; experimental data analysis for decision‑making; credit risk management; financial analysis and reporting.

Wage Range: $112,600 to $138,000 per year.

Citi offers competitive employee benefits, including medical, dental and vision coverage; 401(k); life, accident and disability insurance; wellness programs; paid time off packages such as vacation, sick leave and paid holidays. Additional offerings may vary by jurisdiction, job level and date of hire.

Full-time. Telecommuting or hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies.

Wilmington, Delaware, United States.

Applicants should submit resumes through the Citi careers site. Please reference Job ID #26969288. EO Employer.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. 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, please review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.