Citi Group MQA – Credit Algorithmic Market making Quant - VP level 

United States, New York, New York 

530413793

In this specific role, you will be designing data-driven trading strategies in credit algo trading. This is a fast-paced ever-evolving front-office environment that requires meticulous planning and delivery. As such, you will need effective communication skills to tactfully influence and convince partners. In addition to the prerequisite quantitative skills, a strong business acumen is required to be able to translate business problems into quantitative ones.

Responsibilities:

• As part of the Spread Products quant team, work closely with Quant Traders, Sales and Technology professionals in Spread Products with a primary focus in the credit space to build analytics and processes that enhance the way we service clients

• Create, implement, and support quantitative models for the credit electronic trading businessleveraging a combination of meticulous data analysis, traditional statistical reasoning, and advanced machine learning techniques

• Diligently architect and manage the evolution of the code base, including collaborating with other teams to maximize scale and leverage across the organization

Qualifications:

• Demonstrated experience applying statistical and/or machine learning techniques in financial markets

• Strongtechnical/programmingskills using advanced object-oriented designs and highly-performing coding algorithms: Python, SQL desired. kdb+/q, C++, C#, Java and JavaScript are nice to have

• Sound asset class pricing fundamentals for one of the following: fixed income (preferred), equities, FX, or commodities

• Proficiency in macroeconomic fundamentals and electronic market microstructure

• Extreme attention to details and genuine interest in gaining intimacy with the different quant trading datasets. Ability to manipulate and analyze complex, large scale, high dimensional data from varying sources

• Clear and concise written and verbal communication skills. Ability to communicate complex problems to the relevant stakeholders

• 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

Education:

• Master’s/PhD degree in a quantitative field preferred

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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