1+ months

Index Quant Analyst (NYC)

New York, NY
  • Primary Location: United States,New York,New York
  • Education: Bachelor's Degree
  • Job Function: Research
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18007011


About Citi

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citis Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients and the publics trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

Job Purpose:
Develop new index models alongside structuring, quant analysts and IT
Work alongside IT development to further develop a multi asset calculation platform
Daily production and reconciliation of mission critical cross asset index valuations
Support the management team by owning projects and processes
Support the management team in overseeing governance, audit and regulatory duties

Job Background/context:
Continued growth in the business has meant that we are looking to increase the size of the Index Team globally
We are building out the processes in order to accommodate exotic strategy design whilst retaining scalable analytics requirements
The team develops and manages all Citi benchmark indices globally and cross asset class

Key Responsibilities:
Work with the existing global team to manage the daily processes of all of Citis benchmark index strategies cross asset class
Write models for index strategies, primarily commodities and fx, using Python, Perl or VBA backtesting, reconciliation and index launch
Contribute to the development of the BAT analytics library
Contribute to the development of new calculation system
Work with the existing team to develop and improve Benchmark processes globally

Experience of working with IT on building index calculation platform is desirable. Understanding of Couchbase database would be an advantage.
VBA experience an advantage
Experience of programming languages such as C++ or Java, or scripting languages such as Perl would be advantageous


Extensive use of Excel
knowledge of SQL and NoSQL (particularly Couchbase) databases
Strong Python knowledge
A thorough, organised and detailed approach to work
Excellent spoken and written English
Excellent communication
Team player

A numerate background (minimum of a good BSc/BA)
MS or Ph.D in a quantitative field such as Statistics, Computer Science, finance, financial engineering a plus

Accuracy with a strong attention to detail
Methodical approach and strong organisational capabilities
Efficiency and speed in carrying out tasks
Good interpersonal skills and proven team player
Possess a positive attitude, drive and initiative


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Index Quant Analyst (NYC)

New York, NY

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