Citi Group Equity Citi Investment Strategies CIS Quantitative 

United States, New York, New York 

661235220

The Role:

The role holder is expected to:

• Implement and continuously improve our analytic pricing library and risk models of CIS Derivatives products,

• Implement new analytics to support CIS business activities,

• Collaborate within the CIS Derivative Quant team and Equity Quant team overall,

• Take ownership on assigned project and deliver adequate solution within timelines,

• Provide clear communication on quantitative solution and project status to all stakeholders,

• Work closely with trading, structuring and sales team to ensure adequacy to business need,

Qualifications:

• A background demonstrating strong analytical problem-solving skills,

• Proven direct experience in a similar Quantitative Analysis Role (experience in Quantitative Investment Strategies (QIS) a plus but not mandatory),

• An ability to communicate advanced concepts in a concise and logical way,

• Strong interpersonal and communication skills (verbal and writing)

• Strong quant modelling, knowledge of multi-asset pricing techniques.

• Strong financial knowledge in equity and multi-asset derivatives.

• Strong technical and programming skills: C++/C#, Python, SQL

• Ability to work in a fast-paced environment. Comfortable with working on projects with hard deadlines,

• Bachelor’s, Master’s or Ph.D degree in Mathematics/Physics/Engineering/Computer Science or equivalent qualification

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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