Citi Group Equities CRB Quantitative Analyst - VP 

United States, New York, New York 

992368761

A successful candidate will have prior experience building trading and risk management platforms, alpha signals, pre-, intra-, and post-trade analytics tools, and will also possess familiarity with execution algorithms. A working knowledge of market microstructure and algorithmic trading strategies is a plus. On a day-to-day basis, the role involves analyzing historical data, building mathematical models, and running back-tests and simulations using available internal and external trade, quote, and execution data sets. A substantial amount of coding is necessary on a daily basis in order to programmatically analyze, test, and implement models. The candidate will work with a team consisting of traders, quantitative analysts, and technologists. A degree in science, engineering or mathematics is required.

Qualifications:

Strong background in mathematical finance and statistical analysis is required.

At least two years of experience in the quantitative aspects of algorithmic trading is required with preference given to those with direct experience in Equities and the automated management of portfolio risk.

Strong technical programming ( Q/KDB, Python, C++).

Knowledge of pricing, risk models and statistical analysis and portfolio management.

Track record in delivering production projects.

Show keen interest in the financial markets.

Consistently demonstrates clear and concise written and verbal communication skills

Masters in Maths / Physics / Statistics or related subjects

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Anticipated Posting Close Date:

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