The Team:
The CIS Derivative Quant Team operates within the Equity Quantitative Analysis (EQA) division to support the growing Citi Investment Strategies (CIS) franchise. Citi Investment Strategies offers to both institutional and individual clients quantitative index strategies, covering a broad range of asset classes and financial instruments through transparent, rules-based strategies. Within this space, the CIS derivative Quant team assists CIS business with the development and risk management of CIS indices derivative products.
The Role:
The role holder is expected to:
Implement and continuously improve our analytic pricing library and risk models of CIS Derivatives products,
Implement new analytics to support CIS business activities,
Collaborate within the CIS Derivative Quant team and Equity Quant team overall,
Take ownership on assigned project and deliver adequate solution within timelines,
Provide clear communication on quantitative solution and project status to all stakeholders,
Work closely with trading, structuring and sales team to ensure adequacy to business need,
Qualifications:
A background demonstrating strong analytical problem-solving skills,
Proven direct experience in a similar Quantitative Analysis Role (experience in Quantitative Investment Strategies (QIS) a plus but not mandatory),
An ability to communicate advanced concepts in a concise and logical way,
Strong interpersonal and communication skills (verbal and writing)
Strong quant modelling, knowledge of multi-asset pricing techniques.
Strong financial knowledge in equity and multi-asset derivatives.
Strong technical and programming skills: C++/C#, Python, SQL
Ability to work in a fast-paced environment. Comfortable with working on projects with hard deadlines,
Bachelor’s, Master’s or Ph.D degree in Mathematics/Physics/Engineering/Computer Science or equivalent qualification
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 Full Time Salary Range:
$150,000.00 - $175,000.00
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
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Anticipated Posting Close Date:
Aug 29, 2024------------------------------------------------------
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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.
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