What are the responsibilities and job description for the Quantitative Analyst, Vice President position at Citigroup Inc?
Citigroup Global Markets Inc. seeks a Quantitative Analyst - VP for its New York, New York location.
Duties : Develop data analytics and automated and semi-automated quantitative strategies used by trading professionals to trade, hedge, and risk-manage G10 rates financial instruments, including US Treasury securities, interest rate swaps, and mortgage-backed securities. Evaluate and build live pricers for G10 rates instruments, including bonds and swaps. Use risk-neutral pricing and statistical prediction models. Build algorithms for hedging portfolios of G10 rates securities and derivatives. Responsible for pricing G10 rates financial instruments, including building and configuring yield-curves needed in pricing. Risk modeling of financial instruments and portfolios. Build data-mining tools to analyze past prices, risks and performance of financial instruments and portfolios. Build machine-learning algorithms use to forecast financial quantities in the future. Build tools to analyze market activity, profitability of trading strategies, and quality of pricing of client-facing transactions. Clean and analyze internal and publicly available securities and derivatives transaction data. Develop and maintain machine-learning based predictors for various quantities involved in trading. Maintain and develop technological infrastructure, data-mining techniques, machine-learning models, and statistical simulations of financial instrument portfolios. A telecommuting / hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
Requirements : Requires a Master's degree, or foreign equivalent, in Computational Finance, Mathematics, Financial Mathematics, or related quantitative field and 2 years of experience as a Quantitative Analyst, Analyst or related position involving quantitative financial data analysis and modeling and performing risk management and modeling for a bank. 2 years of experience must include : Working with Fixed income securities pricing models; Employing column-based time series database language KDB / q for analyzing trading data, and building algorithms trading tools; Utilizing Market Micro-Structure for researching market models and developing trading strategies; Utilizing programming languages including C and Java; Utilizing scripting languages including Python, R and Matlab; Probabilities and Statistics and Statistical Machine Learning for quantitative research, modeling, price predictions, and financial data analysis; Working with trading and hedging models of G10 rates financial instruments; and Building up historical back-test framework for models and predictors. Applicants submit resumes at https : / / jobs.citi.com / . Please reference Job ID #25827605. EO Employer.
Wage Range : $200,000 to $250,000
Job Family Group : Institutional Trading
Job Family : Quantitative Analysis
Job Family Group : Job Family :
Time Type :
Full time
Primary Location :
New York New York United States
Primary Location Full Time Salary Range :
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 :
Mar 27, 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.
Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and / or apply for a career opportunity review Accessibility at Citi .
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Salary : $200,000 - $250,000
