Job Information
Citigroup Global Markets Inc. AVP Quantitative Analyst in New York, New York
Citigroup Global Markets Inc. seeks an AVP Quantitative Analyst for its New York, New York location.Duties: Develop analytics libraries used for pricing and risk-management. Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability. Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers. Collaborate closely with Traders, Structurers, and technology professionals. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure. Build a culture of responsible finance, good governance and supervision, expense discipline and ethics. Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation. Be familiar with and adhere to Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same. Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding 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. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.Requirements: Requires a Master’s degree in Mathematics, Engineering, Mathematical Finance, Financial Engineering or related quantitative field and 2 years of experience as a Quantitative Analyst, Quantitative Researcher, Data Scientist, Software Engineer, Modeling/Forecasting Senior Analyst, Risk Associate, or related position working for a global financial institution. 2 years of experience must include: Prototype and implement quantitative models using Python; Data Analysis using Machine Learning for large financial datasets to derive pre-trade and post-trade analytics such as default probabilities for credit issuers; and Performing time series analysis to identify relative value signals between different fixed income instruments or forecasting future revenue. Salary range: $175,000 to $175,000/yr; 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID # 24740000. EO Employer.
Minimum Salary: 175000 Maximum Salary: 175000 Salary Unit: Yearly