Citigroup
Overview
AVP, Securities Finance Quant Trader
Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 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
Securities Finance Quant Trader New York
Securities Finance encompasses the Agency Securities Lending (ASL), Directed Agent Investment Services (DAIS), and Collateral products within the Execution Services division of Investor Services. The business partners with institutional investors to enhance their portfolio returns through intrinsic value securities lending, liquidity management, and collateral optimization. Citi\'s key strengths include unsurpassed global branch network, robust risk management, real-time controls, product innovation, dynamic reporting, and market thought leadership. The business is seeking a securities finance quant trader to work in New York.
Citi provides 24-hour trading coverage and client services through its business locations in Sydney, Hong Kong, Singapore, London, Dublin, New York, and Tampa. Citi\'s strategic presence in these locations is designed to align our business with our client base and provide a platform to target new client mandates. Our traders execute transactions for leading global institutional investors including Sovereign Wealth Funds, Pension Funds, Insurance Companies, ETF Issuers, and Mutual Funds. Leveraging our market-leading combination of securities lending expertise, local branch network, and breadth and depth of supply enables us to create mutually beneficial opportunities for both lenders and borrowers alike.
Responsibilities
Participate in daily trading activities to maximize our clients\' portfolio performance.
Develop and maintain relationships with borrowers to optimize securities finance opportunities.
Identify and present trading opportunities to capitalize on special situations and latent holdings.
Design and develop analytical applications for traders and senior management to visualize action opportunities for lending.
Build predictive and computational pricing models (C# / Python) for price discovery using numerical, statistical and machine learning techniques.
Facilitate research & product development for new trading markets & strategies.
Exceed revenue, profitability, and return on capital targets through optimal execution and broadening client base.
Interface with global business / trading, operations, technology, and client relationship teams to develop expertise of the Securities Services systems and the client analytics needs to actively contribute to the roadmap and evolution.
Specific Skills Required Technical Skills :
3-5 years of experience in a comparable quantitative modeling or analytics role.
Securities Lending, Prime Finance, or Delta One trading experience required across either equity or fixed income products.
Technical / programming skills; expertise with SQL, C#, R or Python and data visualization tools such as Qlikview for full stack data analysis, insight synthesis and presentation.
Experience with developing, testing, and implementing models with large datasets using tools like SQL, Qlikview, MATLAB is a plus.
Competencies
Ability to multitask and work under time pressure.
Self-motivation and entrepreneurial disposition.
Ability to build and sustain working relationships across internal teams & external counterparties
Strong verbal communication and quantitative analytical skills.
Hands on problem solver, diligent, motivated by challenging projects.
Collaborate closely with Traders, Structurers, and technology professionals
Education
Bachelor\'s / University Degree required. Master\'s Degree in Business or Finance, or CFA preferred.
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Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 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
Securities Finance Quant Trader New York
Securities Finance encompasses the Agency Securities Lending (ASL), Directed Agent Investment Services (DAIS), and Collateral products within the Execution Services division of Investor Services. The business partners with institutional investors to enhance their portfolio returns through intrinsic value securities lending, liquidity management, and collateral optimization. Citi\'s key strengths include unsurpassed global branch network, robust risk management, real-time controls, product innovation, dynamic reporting, and market thought leadership. The business is seeking a securities finance quant trader to work in New York.
Citi provides 24-hour trading coverage and client services through its business locations in Sydney, Hong Kong, Singapore, London, Dublin, New York, and Tampa. Citi\'s strategic presence in these locations is designed to align our business with our client base and provide a platform to target new client mandates. Our traders execute transactions for leading global institutional investors including Sovereign Wealth Funds, Pension Funds, Insurance Companies, ETF Issuers, and Mutual Funds. Leveraging our market-leading combination of securities lending expertise, local branch network, and breadth and depth of supply enables us to create mutually beneficial opportunities for both lenders and borrowers alike.
Responsibilities
Participate in daily trading activities to maximize our clients\' portfolio performance.
Develop and maintain relationships with borrowers to optimize securities finance opportunities.
Identify and present trading opportunities to capitalize on special situations and latent holdings.
Design and develop analytical applications for traders and senior management to visualize action opportunities for lending.
Build predictive and computational pricing models (C# / Python) for price discovery using numerical, statistical and machine learning techniques.
Facilitate research & product development for new trading markets & strategies.
Exceed revenue, profitability, and return on capital targets through optimal execution and broadening client base.
Interface with global business / trading, operations, technology, and client relationship teams to develop expertise of the Securities Services systems and the client analytics needs to actively contribute to the roadmap and evolution.
Specific Skills Required Technical Skills :
3-5 years of experience in a comparable quantitative modeling or analytics role.
Securities Lending, Prime Finance, or Delta One trading experience required across either equity or fixed income products.
Technical / programming skills; expertise with SQL, C#, R or Python and data visualization tools such as Qlikview for full stack data analysis, insight synthesis and presentation.
Experience with developing, testing, and implementing models with large datasets using tools like SQL, Qlikview, MATLAB is a plus.
Competencies
Ability to multitask and work under time pressure.
Self-motivation and entrepreneurial disposition.
Ability to build and sustain working relationships across internal teams & external counterparties
Strong verbal communication and quantitative analytical skills.
Hands on problem solver, diligent, motivated by challenging projects.
Collaborate closely with Traders, Structurers, and technology professionals
Education
Bachelor\'s / University Degree required. Master\'s Degree in Business or Finance, or CFA preferred.
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