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Quantitative Analyst – Markets Quantitative Analysis
Company | Citi |
Address | , New York, Ny |
Employment type | FULL_TIME |
Salary | $150,000 - $175,000 a year |
Expires | 2023-06-12 |
Posted at | 1 year ago |
The Quantitative Investor Solutions team within Markets Quantitative Analysis (MQA) is seeking a talented individual to support the Customer Investor Solutions business. The role is based in New York.
MQA is a division of the Global Markets business and has responsibility for providing the analytical models which are used for pricing securities and risk managing the Firm’s positions throughout the Markets’ businesses. The scope of this work extends from the research into the mathematical derivation of the model, through the coding, testing, and documentation of the model for formal validation and approval, and finally to delivering the model both to the desktop and to Technology for incorporation into the Firm’s books and records systems. MQA’s responsibilities span the G10 Rates, Local Markets, Credit, Commodities, FX, Equity, Equity Hybrids and Mortgage/Securitized markets businesses.
The MQA QIS Team is responsible for the model implementation of rule-based investment strategies. This involves taking a set of investment rules and producing a C++model that implements the strategy within our current framework. The results are then matched with an independent back test. The work also includes interacting with various technology teams to get the models running in production.
Responsibilities include:
- Work with various technology teams to get the models running in production
- Provide support to Benchmark Administration Team who oversees the daily calculations of indices.
- Match the results with a back.
- Work with structuring to take an Investment Strategy defined in a Technical Guide and produce a C++ model that implements the model within our current framework.
- Provide support to trading staff that rely on the models to determine the theoretical holdings of the indices.
Qualifications:
- Must have technical/programming skills; experience with languages like python, C++, or Java
- Must have advanced mathematical background;
- Must have some relevant experience in data analysis gained through either previous work experience or projects at school
- Solve analytical equations and design numerical schemes to provide non-analytical solutions.
- Consistently demonstrates clear and concise written and verbal communication skills
- 2-3 years of experience in a comparable quantitative modeling or analytics role, ideally having worked in the similar financial firms. Outstanding relevant academic research may count toward years of experience
Education:
A PhD, Master’s, or Bachelor’s degree in a technical discipline such as statistics, computer science, mathematics, physics, quantitative finance, operations research or similar
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
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Job Family Group:
Institutional Trading-
Job Family:
Quantitative Analysis-
Time Type:
Full time-
Primary Location:
New York New York United States-
Primary Location Salary Range:
$150,000.00 - $175,000.00-
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View the "EEO is the Law" poster. View the EEO is the Law Supplement.
View the EEO Policy Statement.
View the Pay Transparency Posting
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