Citi Group Index Quant Analyst Assistant Vice President Mumbai 

Malaysia, Penang, George Town 

297453849

Job Description

CGML shall be considered an Administrator of Indices within the definition of a "Benchmark" as set out in Global Financial Benchmark Administration Policy and is primarily responsible for all aspects of the Benchmark Administration process, including development, determination, dissemination and governance.

Citi Benchmark Administration ("BAT")as a part of Citi Global Markets’ Markets Quantitative Analysis division ("Citi MQA"), independent from "CIS", is responsible for implementing Index ideas in the form of investable indices, testing Index methodologies, benchmark determination and dissemination process which includes ongoing calculation, publication and maintenance of benchmarks. BAT is a global team with offices in London, Hong Kong, Mumbai, New York and Buffalo.

This is an opportunity to join the team in a role with primary responsibilities –

• Ongoing Index maintenance which includes calculation in accordance with Index conditions documents, reconciliation of Index levels prior to dissemination and reporting for cross-asset benchmarks adhering to benchmark administration policies and control framework.

• Works with the existing team to develop and improve Benchmark Index and risk control processes

• Data management and ownership including financial instruments maintenance internally, cross vendor identifier mapping, market data maintenance which includes price, corporate events, exchange calendars

• Process improvements in all aspects of team activities, including automation of models, development of internal python libraries, etc.

• Develop understanding of Index calculation models

Qualifications

• Numerate background with a Bachelor’s degree is mandatory

Knowledge/Experience

• Above 4 years’ of relevant experience

• Proven work experience to interface with databases preferably in finance related field

• Hands on experience in MS Office suite is mandatory

• Understanding of databases and SQL is essential

• Programming experience in Python is essential

• Knowledge of corporate events handling in Indices would be beneficial and experience with working on Indices is a plus

• Knowledge of Market Data services (Bloomberg, Reuters) would be beneficial

Skills

• Self-driven, quick learner, motivated individual

• A thorough and detailed approach to work

• Excellent spoken and written English

• Good communication

Competencies

• Accuracy with strong attention to detail

• Methodical approach and strong organizational capabilities

• Efficiency and speed in carrying out tasks

• Good interpersonal skills and proven team player

• Possess a positive attitude, drive and initiative

Time Type:

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