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About the Role

The Quantitative Analyst is a strategic professional who stays abreast of developments within their field and contributes to directional strategy by considering their application in their job and the business. This role is recognized as a technical authority within an area of the business and requires basic commercial awareness. Developed communication and diplomacy skills are essential for guiding, influencing, and convincing others, particularly colleagues in other areas and occasional external customers. This role has a significant impact on the area through complex deliverables and provides advice and counsel related to the technology or operations of the business, ultimately affecting the overall performance and effectiveness of the sub-function/job family.

Responsibilities

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 all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, and ensure all team members understand the need to do the same.
Adhere to all policies and procedures as defined by your role.
Obtain and maintain all registrations/licenses 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 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.

Requirements

6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.
Must have technical/programming skills; C# .Net, SQL and C++.
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 analyze complex contracts.
Software design and principles.
Must also possess any level of product knowledge, Investments and Quantitative Methods.
Consistently demonstrates clear and concise written and verbal communication skills.

Skills

C# .Net
SQL
C++
Market Data
Statistics
Probability
Probability theory
Software design
Investments
Quantitative Methods

Location

New York, New York, United States

Work Type

Full time

Experience Level

6-10 years

Education Level

Bachelor's/University degree
Master's degree preferred

Salary/Compensations

$175,000.00 - $250,000.00

Benefits

Discretionary and formulaic incentive and retention awards.
Medical, dental & vision coverage.
401(k).
Life, accident, and disability insurance.
Wellness programs.
Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.

About the Company

Citi is an equal opportunity employer.

Equal Opportunity

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.
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 Citi’s EEO Policy Statement and the Know Your Rights poster.