Citi Group Quantitative Analyst AVP 

United States, New York, New York 

999257288

Requirements: Requires a Master’s degree in Mathematics, Engineering, Mathematical Finance, Financial Engineering or related quantitative field and 2 years of experience as a Quantitative Analyst, Quantitative Researcher, Data Scientist, Software Engineer, Modeling/Forecasting Senior Analyst, Risk Associate, or related position involving using coding algorithms for prototyping and implementing quantitative models for a global financial institution. Alternatively, will accept a Bachelor’s degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience. 2 years of experience must include: Prototyping and implementing quantitative models using Python with advanced object-oriented designs and highly-performing coding algorithms; Data analysis using Machine Learning for large financial datasets to derive pre-trade and post-trade analytics including default probabilities for credit issuers; Data analysis using machine learning on large financial datasets with TensorFlow Keras, PyTorch or Scikit-learn; Supervised and unsupervised learning algorithms including multi-linear regressions, neural networks, PCA, K-means clustering; Developing models in financial markets using machine learning model evaluation metrics; Leveraging data visualization techniques to aid with data engineering inclusive of outlier detection and distribution fitting; Performing time series analysis to identify relative value signals between different fixed income instruments or forecasting future revenue; Asset class pricing fundamentals for one of the following: fixed income, equities, FX, or commodities; and Developing multi-factor models to evaluate financial portfolio risk and explain investment performance. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25847295. EO Employer.

Wage Range: $175,000 to $175,000

Anticipated Posting Close Date:

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