Quantitative Analyst, Vice President Full Time NEW

The Quantitative Analyst is a strategic professional who stays abreast of developments within their own field and contributes to directional strategy by considering their application in their job and the business. They are a recognized technical authority for an area within the business, requiring basic commercial awareness. Typically, multiple people within the business provide the same level of subject matter expertise. Developed communication and diplomacy skills are essential to guide, influence, and convince others, particularly colleagues in other areas and occasional external customers. This role has a significant impact on the area through complex deliverables, providing advice and counsel related to the technology or operations of the business. The work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.

Responsibilities:

• Create, implement, and support quantitative models for the Equities and Hybrids Derivatives trading businesses leveraging a wide variety of mathematical and computer science methods and tools including mathematical finance and advanced calculus, statistics and probability, programming (C++ and Python), hardware acceleration, etc.
• Collaborate closely with Traders, Structurers, and technology professionals.
• Work in close partnership with control functions such as Market and Credit Risk, Audit, Finance, Model Risk to ensure appropriate governance and control infrastructure
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
• Be familiar with and adhere to Citi’s 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. Adhere to all policies and procedures as defined by your role which will be communicated to you. 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 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 behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Recommended Qualifications:

• 5-10 years of experience in a comparable quantitative modelling or analytics role, ideally in a Front Office / Risk Quant team covering Derivatives or XVA.
• Must have technical/programming skills: C++ and Python are essential.
• Knowledge of mathematical finance theory and numerical methods (Monte Carlo, PDE…)
• Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyse complex contracts; and Software design and principles.
• Consistently demonstrates clear and concise written and verbal communication skills

Education:

• Bachelor’s/University degree, master’s degree preferred

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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