Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location.
Duties: Develop analytical libraries used for pricing and risk-management. Develop optimization tools for calculating balance sheets, liquidity, and capital charges. Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools including mathematical finance, statistics and probability, and software engineering. Collaborate with Traders, Structurers, and technology professionals and work in partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance to ensure appropriate governance and control infrastructure. Assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency. Remote work may be permitted within a commutable distance from the worksite in accordance with Citi policy.
Requirements: Requires a Bachelor’s degree, or foreign equivalent, in Applied Science, Mathematics, Engineering, or a related field, and two (2) years of progressive, post-baccalaureate experience in the job offered or in a related occupation. Two (2) years of experience must include: Writing mathematical optimization tools including Linear Programming pertaining to funding allocation and collateral management; Project experience related to margin, margin drivers, and margin calculators; Writing SQL queries and connecting to transactional databases for analyzing vast amounts of data; Utilizing C++, Python, or Java as a core programming language for writing financial applications using big data manipulation techniques, memorization, and lazy code evaluation; Utilizing fixed income pricing techniques for valuing fixed income instruments; Applying quantitative knowledge of fixed income instruments to develop product pricing and monitoring tools; Writing model documentation including model design, model usage, and ongoing testing techniques; Applying programming concepts such as object-oriented programming, multi-threaded and multi-process programming in tool design and implementation; and Using statistical models in finance and liquidity management including calculating financial metrics, Value at Risk, Liquidity Coverage Ratio, and excess capital. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/ or by email to Citigroup Recruiting Dept. at NAMobilityRecruitment@citi.com. Please reference Job ID# 23670889. EO Employer. This position is eligible for incentives pursuant to Citigroup’s Employee Referral Program.
Wage: $175,000.00/year
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
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Time Type:
Full time
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Primary Location:
New York New York United States
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