No, it's not an Anglicism. :) English citizen does come from the word city (although the etymology isn't straight forward), but in modern English it doesn't mean a resident of a city or town, but only an inhabitant, a legally-recognised member of a state, with associated rights and obligations.
If I understand correctly, Bulgarian гражданин (graĵdanin) can mean both.
In Esperanto things are clear and easy. The word urb·o means a city, so urb·an·o is an inhabitant of a city, a burgher. The word civit·o means a society, all members of the state, so civit·an·o is a legally-recognised member of a state, a citizen.
A true "civitano de la mondo" would also require renunciation of one's nationality, if one truly believed in philosophical apatride or "Sennaciismo". Unfortunately, voluntarily becoming a sennaciulo (nation-less person) is difficult due to most nation states unwillingness to legally allow for statelessness, with the exception of the US which allows voluntary renunciation without holding a secondary citizenship (ie Garry Davis, creator of the World Passport, which is also in Esperanto).
Name of the mathematician, please? I googled the sentence, and found several similar statements, but not this one. Here's one link to similar ideas: https://en.wikipedia.org/wiki/Global_citizenship#World_citizen
I'm fairly certain that it comes from Thomas Paine's "Rights of Man", "... my country is the world, and my religion is to do good". The (Dutch) mathematician Christiaan Huygens was said, in an 1896 book about Spinoza by K O Meinsma, to have used your quotation as a motto, but it is generally accepted that Meinsma was using it as a characterisation of the 'sort of thing that Huygens would have said', rather than an actual quotation.