Citi Group Credit Algo Quantitative Analyst VP 

United Kingdom, England, London 

617142794

Key Responsibilities

Some key responsibilities include:

• Help design, implement, and maintain the market making algorithms and automated-response systems and further expand to EM.

• Run statistical analysis and perform back-testing on large datasets.

• Ad hoc data science and ML/AI projects.

• Development and maintenance of in-house python and q libraries.

Knowledge/Experience/Skills

• Most importantly the candidate should be creative, entrepreneurial and enjoy taking ownership of a project from start to finish.

• Candidate should have experience and training in one or more of the following areas: financial engineering, machine learning, portfolio optimization and optimization theory, and/or algo pricing/market making.

• Strong programming skills in python are required. Proficiency in KDB/q and SQL is a plus.

• Highly technical role, experience and/or training in data science and statistical modelling are required.

• The desk is closely integrated between traders, quants, and technologists and provides exposure to all aspects of the business. Business intuition and communication skills must be strong.

• The candidate must be practically minded.

Qualifications

• PhD. or M.A./M.S. in a quantitative discipline such as computer science, physics, engineering or financial engineering is required.

Time Type:

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