CITI
Markets Quantitative Analysis Credit Algorithmic Market making Quant - VP level
CITI, New York, New York, us, 10261
Overview
The Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by applying knowledge to the job and business. Recognized technical authority for an area within the business with developed communication and diplomacy skills to guide, influence and convince others. Work has significant impact on the area through complex deliverables and provides advice related to technology or operations of the business. Responsibilities
Develop analytics libraries used for pricing and risk-management Create, implement, and support quantitative models for the trading business leveraging mathematical and computer science methods and tools (e.g., C++, STL, C#, .NET, Java, Python, kdb, SQL, mathematical finance, statistics) Develop pricing models using numerical techniques for valuation (Monte Carlo methods, PDE solvers) Collaborate closely with Traders, Structurers, and technology professionals Partner with control functions (Legal, Compliance, Market and Credit Risk, Audit, Finance) to ensure governance and control infrastructure Build a culture of responsible finance, governance, expense discipline and ethics Assess risk/reward of transactions and ensure team members consider the firm's reputation in decisions Adhere to Citi's Code of Conduct and Plan of Supervision for Global Markets and Securities Services Follow all policy and procedure guidance as defined for the role Obtain and maintain registrations/li>, licenses required for the role in a timely manner Assess risk in business decisions with emphasis on safeguarding Citigroup, its clients and assets, ensuring compliance with laws, rules, and regulations Qualifications
6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector Technical/programming skills: C#/.NET, SQL, C++; exposure to market data; statistics and probability; software design and principles Product knowledge, investments and quantitative methods Clear and concise written and verbal communication skills Education
Bachelor's degree; Master's degree preferred EEO Statement:
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, veteran status, or any other characteristic protected by law.
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The Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by applying knowledge to the job and business. Recognized technical authority for an area within the business with developed communication and diplomacy skills to guide, influence and convince others. Work has significant impact on the area through complex deliverables and provides advice related to technology or operations of the business. Responsibilities
Develop analytics libraries used for pricing and risk-management Create, implement, and support quantitative models for the trading business leveraging mathematical and computer science methods and tools (e.g., C++, STL, C#, .NET, Java, Python, kdb, SQL, mathematical finance, statistics) Develop pricing models using numerical techniques for valuation (Monte Carlo methods, PDE solvers) Collaborate closely with Traders, Structurers, and technology professionals Partner with control functions (Legal, Compliance, Market and Credit Risk, Audit, Finance) to ensure governance and control infrastructure Build a culture of responsible finance, governance, expense discipline and ethics Assess risk/reward of transactions and ensure team members consider the firm's reputation in decisions Adhere to Citi's Code of Conduct and Plan of Supervision for Global Markets and Securities Services Follow all policy and procedure guidance as defined for the role Obtain and maintain registrations/li>, licenses required for the role in a timely manner Assess risk in business decisions with emphasis on safeguarding Citigroup, its clients and assets, ensuring compliance with laws, rules, and regulations Qualifications
6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector Technical/programming skills: C#/.NET, SQL, C++; exposure to market data; statistics and probability; software design and principles Product knowledge, investments and quantitative methods Clear and concise written and verbal communication skills Education
Bachelor's degree; Master's degree preferred EEO Statement:
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, veteran status, or any other characteristic protected by law.
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