What are the responsibilities and job description for the Quantitative Analyst - In-Business Risk Team - VP, New York position at Citigroup, Inc.?
MQA In-Business Risk Team
The front office Market Quantitative Analysis (MQA) is looking for a quantitative analyst in the In-Business Market Risk MQA team, focusing on Equities, working along with trading and in-business risk managers in managing market risk metrics and capital.
Responsibilities :
Some key responsibilities include :
- Build advanced analytical tools and applications including AI powered apps, for the business and traders' use to assess market risk, stress loss and capital metrics, and to develop efficient portfolio level hedge strategies.
- Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement.
- Partner with traders, provide cost-benefit analysis to help on business prioritization, guidance and direction.
- Liaise with Equities asset class quant teams to improve existing pricing models, and strengthen the process used for calculating risk metrics and valuation.
- Develop well-structured high-quality code and contribute to contribute to large-scale in-house python libraries.
- Be the Equities SME in the team. Educate the team in equity products, pricing models, and relevant math.
- Stay attuned to recent GenAI / ML advances, harnessing their power to bolster business support and analysis.
Qualifications :
Education :
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Job Family Group :
Institutional Trading
Job Family :
Quantitative Analysis
Time Type : Full time
Primary Location :
New York New York United States
Primary Location Full Time Salary Range :
175,000.00 - $250,000.00
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.
Anticipated Posting Close Date :
Feb 05, 2025
Citi is an equal opportunity and affirmative action employer.
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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Salary : $175,000 - $250,000
