Quantitative Analyst -Delta One/Prime Brokerage - Assistant Vice President - NEW YORK

The Quantitative Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within Delta One (D1), Prime Brokerage (PB), Financial Resource Management (FRM) and adjacent areas. Requires in-depth understanding of how these areas integrate as well as coordinate and contribute to the objectives of the function and overall D1/PB business which is a key revenue engine for Citi. The candidate is expected to bring add-on value to the business by owning and leading analytical projects, creating smart evaluation and risk platforms, and renovating the funding operation for the firm. The ideal candidate should have strong logical thinking and computing skills, keen to be involved in business operation and decision making, and willing to accomplish steep learning curves. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Direct experience within PB/D1/FRM is nice to have.

Responsibilities:

• Develop analytics libraries used for pricing and risk-management

• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability

• Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers

• Collaborate closely with Traders, Structurers, and technology professionals

• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure

• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics

• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.

• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same

• Adhere to all policies and procedures as defined by your role which will be communicated to you

• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe

• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• 5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

• Must have technical/programming skills; C# .Net, SQL and C Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles

• Must also possess any level of product knowledge, Investments and Quantitative Methods

• Consistently demonstrates clear and concise written and verbal communication skills

Education:

• Bachelor’s/University degree or equivalent experience

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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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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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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