Equity Trader Jobs in New York
Equity Trader jobs in New York sit at the center of one of the world's most active financial markets, with demand concentrated in institutional equities, proprietary trading, and market-making at firms ranging from junior trading associates through senior portfolio-level traders. The largest share of openings clusters in Manhattan's Midtown and Financial District, with additional activity in Greenwich-adjacent firms operating just across the state line and hiring heavily from New York talent. Major established employers include Goldman Sachs, JPMorgan Chase, and Citadel Securities, with consistent demand in algorithmic trading, derivatives, and equity sales-trading. Find a role that fits below and apply directly.
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See related jobsDiscover your future at Citi
Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
Job Overview
The Equity Exotics Trader is responsible for actively managing and risk-managing a proprietary and client-facilitation trading book comprising complex equity exotic derivatives and structured products. The primary objective is to generate sustainable, risk-adjusted trading revenue, maintain rigorous risk controls across complex non-linear Greeks, and partner closely with Structuring, Quantitative Analysis, and Institutional/Wealth Sales to expand Citi’s global equity exotics franchise.
Key Responsibilities:
1. Book Management & Trading Execution
- Risk Management & Hedging: Manage and dynamically hedge higher-order and non-linear risk exposures across structured and exotic equity derivatives books (including Autocallables, Reverse Convertibles, Clicquets, Accumulators/Decumulators, Barrier Options, Volatility/Variance Swaps, Quanto structures, and other Light Exotics.
- Greeks & Parameter Management: Actively monitor and manage complex market parameters, including:
- First- and second-order Greeks (Delta, Gamma, Vega, Volga/Vomma, Vanna, Charm, Speed, Color).
- Volatility surfaces, skew/smile dynamics, forward volatility, and term structure.
- Correlation risk, cross-gamma, dividend risk, repo/borrow curves, and interest rate sensitivities.
- Pricing & Market Making: Provide competitive, rapid, and accurate pricing for bespoke structured payoffs and flow exotics to Sales, Structuring, Private Banking, and Institutional clients.
- Revenue Generation: Deliver on budgeted net trading revenue targets in the context of established value-at-risk (VaR), Stress VaR, Comprehensive Capital Analysis and Review (CCAR), and desk-level sensitivity limits.
2. Quantitative Analytics & Platform Evolution
- Model Collaboration & Calibration: Partner with Quantitative Research / Financial Engineering (Strats) to refine, backtest, and calibrate pricing engines, Local Volatility (LV), and Stochastic Local Volatility (SLV) models.
- Analytics & Automation: Develop tactical algorithmic/Python pricing scripts, automated hedging tools, and scenario stress-testing suites to enhance desk efficiency and real-time P&L attribution.
- Infrastructure Optimization: Collaborate with Technology to improve trade booking workflows, risk aggregation systems, and straight-through processing (STP).
3. Governance, Controls & Risk Management
- Regulatory & Policy Compliance: Adhere strictly to all internal policies, Volcker Rule requirements, Market Abuse Regulations (MAR), FRTB guidelines, Booking Policy, and mandatory trading protocols.
- Control Function Engagement: Interface proactively with Market Risk Management, Model Risk Management (MRM), Credit Risk, Product Control, Legal, and Compliance to ensure proper validation, booking, and governance for all exotic payoffs.
- Culture & Conduct: Foster a culture of responsible finance, robust supervisory controls, operational discipline, and transparency; actively escalate potential control deficiencies, model breaks, or reputational risks. Taking accountability to analyze and own trade outcomes to ensure best practice for franchise and client development.
4. Franchise & Client Development
- Sales & Structuring Partnership: Work collaboratively with Equity Structuring and Institutional/Private Wealth Sales teams to identify market trends, anticipate client payoff preferences, and deliver innovative structured investment and hedging solutions.
- Counterparty & Market Interaction: Maintain strong inter-dealer broker and exchange relationships to source correlation, dividend, and bespoke option liquidity efficiently.
- Market Commentary: Provide actionable market intelligence, skew/volatility insights, and trade ideas to internal stakeholders and key client accounts.
Qualifications & Competencies:
1. Experience & Industry Knowledge:
- Experience: Professional trading experience within Equity Derivatives (4–7 years for VP level consideration, 3-4 years for AVP level consideration) or 8-10 years of experience in another applicable field for VP or AVP level consideration.
- Experience running an Equity Exotics or Structured Products trading book with strong risk management.
- Product Expertise: Deep technical mastery of non-linear payoff structures (Autocallables, Cliquets, Barriers, Dispersion, Quartiles, Range Accruals, Volatility/Variance derivatives, Quanto payoffs) across single-stock, basket, and index underlyings.
- Risk Acumen: In-depth knowledge of exotic risk management techniques, pinning risks, jump/gap risk dynamics, and multi-asset hybrid correlation behavior.
2. Technical & Quantitative Skills:
- Exceptional mathematical, probabilistic, and quantitative aptitude (stochastic calculus, numerical methods, Monte Carlo simulations, PDE solvers).
- Advanced programming and data analysis proficiency in Python (and/or C++, R, SQL, VBA).
- Proficient in market data systems and analytics platforms (Bloomberg OVME/DLIB/VOLS, Reuters, and proprietary equity risk engines).
3. Professional Skills & Licensing:
- Strong communication and interpersonal skills, with the ability to clearly articulate complex quantitative risk profiles to both internal control partners and client-facing teams.
- High level of composure, commercial acumen, and decision-making agility through a risk management lens in high-volatility, fast-paced trading environments.
- Licensing: Relevant regulatory registrations and trading licenses as required by jurisdiction (e.g., Series 7, 63, 57 in the US).
Education:
- Bachelor’s Degree: Degree in a quantitative discipline (Financial Engineering, Mathematics, Physics, Computer Science, Econometrics, Quantitative Finance, or Engineering).
- Advanced Degree: Master’s or Ph.D. in Quantitative Finance, Financial Mathematics, Computational Engineering, or an MBA preferred.
-
Job Family Group:
Institutional Trading-
Job Family:
Trading-
Time Type:
Full time-
Primary Location:
New York New York United States-
Primary Location Full Time Salary Range:
$175 000,00 - $250 000,00
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.
-
Most Relevant Skills
Please see the requirements listed above.-
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.-
Anticipated Posting Close Date:
nov 02, 2026-
Automated Processing and AI
We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.
Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
Illinois residents – AI Notice and Right
-
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
Discover your future at Citi
Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
Job Overview
The Equity Exotics Trader is responsible for actively managing and risk-managing a proprietary and client-facilitation trading book comprising complex equity exotic derivatives and structured products. The primary objective is to generate sustainable, risk-adjusted trading revenue, maintain rigorous risk controls across complex non-linear Greeks, and partner closely with Structuring, Quantitative Analysis, and Institutional/Wealth Sales to expand Citi’s global equity exotics franchise.
Key Responsibilities:
1. Book Management & Trading Execution
- Risk Management & Hedging: Manage and dynamically hedge higher-order and non-linear risk exposures across structured and exotic equity derivatives books (including Autocallables, Reverse Convertibles, Clicquets, Accumulators/Decumulators, Barrier Options, Volatility/Variance Swaps, Quanto structures, and other Light Exotics.
- Greeks & Parameter Management: Actively monitor and manage complex market parameters, including:
- First- and second-order Greeks (Delta, Gamma, Vega, Volga/Vomma, Vanna, Charm, Speed, Color).
- Volatility surfaces, skew/smile dynamics, forward volatility, and term structure.
- Correlation risk, cross-gamma, dividend risk, repo/borrow curves, and interest rate sensitivities.
- Pricing & Market Making: Provide competitive, rapid, and accurate pricing for bespoke structured payoffs and flow exotics to Sales, Structuring, Private Banking, and Institutional clients.
- Revenue Generation: Deliver on budgeted net trading revenue targets in the context of established value-at-risk (VaR), Stress VaR, Comprehensive Capital Analysis and Review (CCAR), and desk-level sensitivity limits.
2. Quantitative Analytics & Platform Evolution
- Model Collaboration & Calibration: Partner with Quantitative Research / Financial Engineering (Strats) to refine, backtest, and calibrate pricing engines, Local Volatility (LV), and Stochastic Local Volatility (SLV) models.
- Analytics & Automation: Develop tactical algorithmic/Python pricing scripts, automated hedging tools, and scenario stress-testing suites to enhance desk efficiency and real-time P&L attribution.
- Infrastructure Optimization: Collaborate with Technology to improve trade booking workflows, risk aggregation systems, and straight-through processing (STP).
3. Governance, Controls & Risk Management
- Regulatory & Policy Compliance: Adhere strictly to all internal policies, Volcker Rule requirements, Market Abuse Regulations (MAR), FRTB guidelines, Booking Policy, and mandatory trading protocols.
- Control Function Engagement: Interface proactively with Market Risk Management, Model Risk Management (MRM), Credit Risk, Product Control, Legal, and Compliance to ensure proper validation, booking, and governance for all exotic payoffs.
- Culture & Conduct: Foster a culture of responsible finance, robust supervisory controls, operational discipline, and transparency; actively escalate potential control deficiencies, model breaks, or reputational risks. Taking accountability to analyze and own trade outcomes to ensure best practice for franchise and client development.
4. Franchise & Client Development
- Sales & Structuring Partnership: Work collaboratively with Equity Structuring and Institutional/Private Wealth Sales teams to identify market trends, anticipate client payoff preferences, and deliver innovative structured investment and hedging solutions.
- Counterparty & Market Interaction: Maintain strong inter-dealer broker and exchange relationships to source correlation, dividend, and bespoke option liquidity efficiently.
- Market Commentary: Provide actionable market intelligence, skew/volatility insights, and trade ideas to internal stakeholders and key client accounts.
Qualifications & Competencies:
1. Experience & Industry Knowledge:
- Experience: Professional trading experience within Equity Derivatives (4–7 years for VP level consideration, 3-4 years for AVP level consideration) or 8-10 years of experience in another applicable field for VP or AVP level consideration.
- Experience running an Equity Exotics or Structured Products trading book with strong risk management.
- Product Expertise: Deep technical mastery of non-linear payoff structures (Autocallables, Cliquets, Barriers, Dispersion, Quartiles, Range Accruals, Volatility/Variance derivatives, Quanto payoffs) across single-stock, basket, and index underlyings.
- Risk Acumen: In-depth knowledge of exotic risk management techniques, pinning risks, jump/gap risk dynamics, and multi-asset hybrid correlation behavior.
2. Technical & Quantitative Skills:
- Exceptional mathematical, probabilistic, and quantitative aptitude (stochastic calculus, numerical methods, Monte Carlo simulations, PDE solvers).
- Advanced programming and data analysis proficiency in Python (and/or C++, R, SQL, VBA).
- Proficient in market data systems and analytics platforms (Bloomberg OVME/DLIB/VOLS, Reuters, and proprietary equity risk engines).
3. Professional Skills & Licensing:
- Strong communication and interpersonal skills, with the ability to clearly articulate complex quantitative risk profiles to both internal control partners and client-facing teams.
- High level of composure, commercial acumen, and decision-making agility through a risk management lens in high-volatility, fast-paced trading environments.
- Licensing: Relevant regulatory registrations and trading licenses as required by jurisdiction (e.g., Series 7, 63, 57 in the US).
Education:
- Bachelor’s Degree: Degree in a quantitative discipline (Financial Engineering, Mathematics, Physics, Computer Science, Econometrics, Quantitative Finance, or Engineering).
- Advanced Degree: Master’s or Ph.D. in Quantitative Finance, Financial Mathematics, Computational Engineering, or an MBA preferred.
-
Job Family Group:
Institutional Trading-
Job Family:
Trading-
Time Type:
Full time-
Primary Location:
New York New York United States-
Primary Location Full Time Salary Range:
$175 000,00 - $250 000,00
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.
-
Most Relevant Skills
Please see the requirements listed above.-
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.-
Anticipated Posting Close Date:
nov 02, 2026-
Automated Processing and AI
We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.
Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
Illinois residents – AI Notice and Right
-
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
See All 5 Equity Trader Jobs in New York
Find roles in New York that match your experience and apply in just a few clicks.
Find Equity Trader JobsEquity Trader Jobs by City in New York
Where New York roles are concentrated, by current openings.
Equity Trader Job Market in New York
A snapshot from current New York openings, updated as new roles post.
Who's Hiring
What New York Employers Look For
The qualifications that appear most often in equity trader jobs across New York.
- Active FINRA Series 7 and Series 63 licenses required or must obtain within 90 days
- Bachelor's degree in finance, economics, mathematics, or a related quantitative field
- Demonstrated experience with equity order management and execution platforms such as Bloomberg
- Strong proficiency in quantitative analysis, risk modeling, and real-time market assessment
- Familiarity with SEC and FINRA regulatory requirements governing equity trading activities
- Ability to perform effectively under pressure in fast-moving, high-volume trading environments
Equity Trader Jobs in New York: Frequently Asked Questions
How do you become a equity trader in New York?
Becoming an equity trader in New York requires passing the FINRA Series 7 General Securities Representative exam and the Series 63 Uniform Securities Agent State Law exam, both administered through FINRA and required before you can trade on behalf of clients or a firm. Most New York employers expect a bachelor's degree in finance, economics, or a quantitative discipline. Sponsorship for the exams typically comes through your hiring firm, so securing a junior trading or operations role first is the most direct path.
Which companies hire equity traders in New York?
Employers hiring equity traders in New York right now include Citi, Optiver, and Jefferies, based on current listings on Migrate Mate as of November 2026. New York's concentration of bulge-bracket banks, hedge funds, and proprietary trading firms makes it the single deepest market for equity trading roles in the country.
Which New York cities have the most equity trader jobs?
New York account for the largest share of equity trader openings in New York. Manhattan dominates because the major investment banks, hedge funds, and market-making firms are headquartered or maintain primary trading floors there, while any openings appearing in areas like White Plains or Stamford-adjacent listings typically trace back to asset managers and proprietary shops drawing from the broader New York metro labor pool.
Are there remote equity trader jobs in New York?
Yes, but they're rare. About 100% of equity trader openings tied to New York are remote or hybrid as of November 2026, reflecting the reality that most trading roles require direct access to firm systems, real-time risk oversight, and regulatory supervision on a trading floor. The functions most likely to offer some remote flexibility are quantitative research, trade analytics, and certain portfolio-monitoring roles rather than active execution-side positions.
How can I get hired as a equity trader in New York with little or no experience?
The most realistic entry path is through a trading operations, middle-office, or sales-trading support role at a New York bank or broker-dealer, which gives you floor exposure and makes you eligible for firm-sponsored FINRA licensing. Goldman Sachs, JPMorgan Chase, and Morgan Stanley all run structured analyst programs in New York that recruit recent graduates into trading-adjacent roles. Completing your Series 7 independently through a FINRA-approved program before applying gives your resume a concrete edge when competing against candidates who have not yet started the licensing process.
Where can I find and apply to equity trader jobs in New York?
You can find and apply to equity trader jobs in New York on Migrate Mate, which lists current New York openings updated in real time. Search the available roles, find the ones that match your background and target firm type, and apply directly to the positions that fit.
See All 5 Equity Trader Jobs in New York
Find roles in New York that match your experience and apply in just a few clicks.
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