Job Description/Responsibilities:

The Equity Quantitative Analysis (EQA) group is looking for highly talented Quant analyst to work on the Citi Investment Strategies (CIS) Derivative business. The quant analyst will work closely with CIS trading, structuring, and sales teams. The role will be responsible for implementing, improving, and maintaining pricing, risk models and analytics on structured products and vanilla/exotic derivatives related to CIS indices. It will also involve working with structuring and trading team on developing and onboarding new indices, products, and strategies. The role is based in New York.

Qualifications:

• Proven direct experience preferably in Quantitative Investment Strategies (QIS) and multi-asset derivatives.

• Strong background in quant modelling, knowledge of multi-asset pricing techniques, and numerical techniques for derivative valuation(Monte Carlo Methods, PDE solvers..) is required.

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

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

• Strong interpersonal and communication skills (verbal and writing)

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

• 3-5 years of experience in a comparable quantitative modeling role

• Bachelor’s, Master’s or PhD in Mathematics/Physics/Engineering 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.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

$150,000.00 - $175,000.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

Aug 22, 2024

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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