Green Card Quantitative Analyst Jobs
Quantitative analyst roles qualify for EB-2 sponsorship when they require an advanced degree in mathematics, statistics, or a related field, and for EB-3 as skilled professional positions. Employers file a PERM labor certification with DOL before sponsoring permanent residency, making green card sponsorship a realistic path for foreign professionals in this field.
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Get Access To All JobsINTRODUCTION
We are seeking a highly skilled and experienced VP Quantitative Analyst to join our Spread Products Credit Quant Team in New York. This is a crucial role at the forefront of our business expansion, where you will support our market-making capabilities in new and innovative credit structures. You will be responsible for the end-to-end development of sophisticated models and their high-performance implementation within our C++ library, directly impacting our trading capabilities and product offerings.
ROLE AND RESPONSIBILITIES
Model Development & Implementation:
- Design, develop, and implement sophisticated mathematical models for credit contingent securities and numerical methods.
- Implement and maintain the models, robust and efficient numerical methods for pricing, valuation, and risk management within the existing C++ quantitative library.
- Enhance and maintain the analytics infrastructure, ensuring the high performance, accuracy, and scalability of all models.
Collaboration & Support:
- Collaborate closely with trading, structuring, and technology teams to understand business requirements and deliver cutting-edge quantitative solutions.
- Provide expert quantitative support to front-office teams on credit contingent securities and structures.
- Design and maintain Python-based tools and solutions to empower traders with new trade pricing, scenario analysis, and risk management capabilities.
Risk Management & Governance:
- Conduct thorough model testing, validation, and documentation to meet rigorous internal standards and regulatory requirements.
- Work in close partnership with control functions such as Financial Control, Compliance, Model Validation, Market and Credit Risk, and Audit to ensure an appropriate governance and control infrastructure.
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets.
- Drive compliance with applicable laws, rules, and regulations, adhering to all policies and applying sound ethical judgment.
BASIC QUALIFICATIONS
- Education: A Master’s degree or higher in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science is preferred.
- Experience: 4-5 years of experience in a comparable quantitative modeling or analytics role, ideally focused on Fixed Income Products and Markets.
- Technical Skills:
- Expert-level programming skills in C++ for a production environment.
- Strong proficiency in Python for analytics, tooling, and data analysis.
- Deep understanding of probability theory, stochastic calculus, and numerical methods used to evaluate complex financial instruments.
- Solid foundation in software design principles and best practices.
- Product Knowledge: Demonstrable knowledge of fixed income markets, products and conventions as well as quantitative methods.
- Communication: Consistently demonstrates clear and concise written and verbal communication skills, with the ability to be a team player and explain complex concepts to diverse audiences.
PREFERRED QUALIFICATIONS
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
LOCATION
Primary Location: New York New York United States
COMPENSATION
- 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.
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
Time Type: Full time
Anticipated Posting Close Date: Jun 14, 2026
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.
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. View Citi’s EEO Policy Statement and the Know Your Rights poster.
INTRODUCTION
We are seeking a highly skilled and experienced VP Quantitative Analyst to join our Spread Products Credit Quant Team in New York. This is a crucial role at the forefront of our business expansion, where you will support our market-making capabilities in new and innovative credit structures. You will be responsible for the end-to-end development of sophisticated models and their high-performance implementation within our C++ library, directly impacting our trading capabilities and product offerings.
ROLE AND RESPONSIBILITIES
Model Development & Implementation:
- Design, develop, and implement sophisticated mathematical models for credit contingent securities and numerical methods.
- Implement and maintain the models, robust and efficient numerical methods for pricing, valuation, and risk management within the existing C++ quantitative library.
- Enhance and maintain the analytics infrastructure, ensuring the high performance, accuracy, and scalability of all models.
Collaboration & Support:
- Collaborate closely with trading, structuring, and technology teams to understand business requirements and deliver cutting-edge quantitative solutions.
- Provide expert quantitative support to front-office teams on credit contingent securities and structures.
- Design and maintain Python-based tools and solutions to empower traders with new trade pricing, scenario analysis, and risk management capabilities.
Risk Management & Governance:
- Conduct thorough model testing, validation, and documentation to meet rigorous internal standards and regulatory requirements.
- Work in close partnership with control functions such as Financial Control, Compliance, Model Validation, Market and Credit Risk, and Audit to ensure an appropriate governance and control infrastructure.
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets.
- Drive compliance with applicable laws, rules, and regulations, adhering to all policies and applying sound ethical judgment.
BASIC QUALIFICATIONS
- Education: A Master’s degree or higher in a quantitative field such as Mathematics, Physics, Financial Engineering, or Computer Science is preferred.
- Experience: 4-5 years of experience in a comparable quantitative modeling or analytics role, ideally focused on Fixed Income Products and Markets.
- Technical Skills:
- Expert-level programming skills in C++ for a production environment.
- Strong proficiency in Python for analytics, tooling, and data analysis.
- Deep understanding of probability theory, stochastic calculus, and numerical methods used to evaluate complex financial instruments.
- Solid foundation in software design principles and best practices.
- Product Knowledge: Demonstrable knowledge of fixed income markets, products and conventions as well as quantitative methods.
- Communication: Consistently demonstrates clear and concise written and verbal communication skills, with the ability to be a team player and explain complex concepts to diverse audiences.
PREFERRED QUALIFICATIONS
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
LOCATION
Primary Location: New York New York United States
COMPENSATION
- 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.
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
Time Type: Full time
Anticipated Posting Close Date: Jun 14, 2026
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.
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. View Citi’s EEO Policy Statement and the Know Your Rights poster.
See all 341+ Green Card Quantitative Analyst Jobs
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Get Access To All JobsTips for Finding Green Card Sponsorship as a Quantitative Analyst
Document your quantitative degree credentials early
PERM requires your employer to verify your degree matches the job's minimum requirements. Get your transcripts evaluated by a NACES-approved credential evaluator before you start applying, since mismatches in field-of-study delay the labor certification.
Target employers with active PERM filing history
Financial institutions, hedge funds, and tech firms that file PERM regularly have established internal processes. Search OFLC disclosure data to identify employers who have sponsored quantitative analyst roles specifically, not just general data science positions.
Search green card sponsoring roles on Migrate Mate
Migrate Mate filters quantitative analyst openings by employers actively sponsoring EB-2 and EB-3 green cards. This cuts out the guesswork of cold-applying and connects you with hiring managers whose companies already run the PERM process.
Confirm the offered role meets specialty occupation standards
For EB-2, the job must normally require an advanced degree in a specific quantitative field. If the posting says a bachelor's degree is acceptable, your employer will need to demonstrate in the PERM application why the advanced degree is a business necessity.
Ask employers about priority date strategy before accepting an offer
For nationals from India and China, EB-2 and EB-3 backlogs can run many years. Ask whether the employer will file both concurrently, or use EB-3 downgrade strategies, so your priority date is locked in as early as possible.
Understand how prevailing wage shapes your offer negotiation
DOL requires your employer to pay at least the PERM prevailing wage for your job title, level, and location. Check the OFLC Wage Search before negotiations so you know the certified wage floor and can assess whether the offer will clear it.
Green Card Quantitative Analyst: Frequently Asked Questions
Does a quantitative analyst role qualify for EB-2 green card sponsorship?
Yes. Quantitative analyst positions typically require at least a master's degree in mathematics, statistics, financial engineering, or a related quantitative field, which meets the EB-2 advanced degree requirement. Your employer must document in the PERM labor certification that the role genuinely requires that level of education, not just prefers it. Roles where a bachelor's degree is the stated minimum may be filed under EB-3 instead.
How does green card sponsorship differ from H-1B for quantitative analysts?
The H-1B visa grants temporary status in three-year increments and is subject to an annual lottery for most applicants. A PERM-based green card is permanent residency with no annual cap at the EB-3 level for most nationalities. The tradeoff is time: PERM labor certification, I-140 approval, and adjustment of status can take two to four years or longer before you hold a green card, compared to H-1B status starting within months.
Which employers sponsor green cards for quantitative analyst roles?
Banks, asset managers, hedge funds, insurance companies, and quantitative trading firms are the most consistent sponsors. You can verify an employer's PERM history by searching OFLC's public disclosure data for quantitative analyst job titles. Use Migrate Mate to filter job listings specifically to employers with active EB-2 and EB-3 sponsorship history in this occupation, rather than applying blind and asking later.
What happens to my green card sponsorship if I change employers mid-process?
If you leave before your I-140 is approved, your PERM labor certification is void and the new employer must restart from scratch. Once your I-140 is approved and your priority date is more than 180 days old, you may be able to port your pending green card to a new employer in the same or similar occupational category under AC21 portability rules, preserving your original priority date.
How long does the PERM process typically take for quantitative analyst positions?
DOL's prevailing wage determination currently averages several months, followed by the PERM labor certification itself. USCIS then adjudicates the I-140 petition, which can be accelerated with premium processing. For applicants from countries without a visa backlog, adjustment of status or consular processing can follow relatively quickly. Indian and Chinese nationals face EB-2 and EB-3 priority date backlogs that extend the total timeline significantly, often by many years.