Citi Group Quantitative Analyst 

United States, New York, New York 

944482272

Requirements: Master’s degree, or foreign equivalent, in Computational Finance, Mathematics, Computational Engineering, or a related field, and three (3) year of experience in the job offered or a related quantitative occupation performing statistical analysis and building mathematical models in the financial industry. Three (3) years of experience must include: Analyzing financial datasets utilizing Bayesian analysis and machine learning algorithms to improve mathematical models and trading strategies; Performing stochastic filtering, time series analysis on noisy data of various frequencies, and deriving statistically significant signals; Performing large scale data manipulation and statistical analysis utilizing kdb+/Q and Python for trading strategy back-testing and market making algorithms calibration; Programming financial algorithms using Python and kdb+/Q; Building automated pricing tools for trading in spread products; and Utilizing knowledge of fixed income products including corporate bonds, credit ETF and credit derivatives to build mathematical models of these products. In the alternative, employer will accept a Bachelor’s degree, or foreign equivalent, in Computational Finance, Mathematics, Computational Engineering, or a related field, and five (5) years of experience in the job offered or in a related quantitative occupation performing statistical analysis and building mathematical models in the financial industry. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID #25836562. EO Employer.

Wage Range: $225,000 to 250,000/year

Anticipated Posting Close Date:

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