3 days old

Quantitative Analyst - Assistant Vice President

Citigroup
New York, NY 10176
**Key Responsibilities:**


+ Create, implement, and support quantitative models for predictive pricing, recommendation, optimization, etc. in the credit trading business leveraging a combination of statistical reasoning, data science, advanced machine learning techniques and AI based models

+ Provide tools/methods to systematically monitor the model performance and implement improvements

+ Proactively recognize the business needs and bring new ideas to the table

+ Diligently architect and manage the evolution of the code base, including collaborating with other teams to maximize scale and leverage across the organization


**Challenges:**


+ Work in a very agile style, with new ideas being generated and projects getting concluded in a very fast paced environment

+ Have an instinct to tackle new tasks from different angles and be a natural problem solver with an analytical mindset, come up with practical solutions, being hands on to use variety of tools from Machine Learning models and packages to analytical solutions

+ Extreme attention to details and genuine interest in gaining intimacy with the different trading datasets. Ability to manipulate and analyze complex, large scale, high dimensional data from varying sources

+ Ability to communicate in a clear effective way and collaborate with other quants, traders and technology representatives

+ Lead cutting edge developments in fixed income markets and leverage the opportunity for deep understanding of cross asset trading in credit markets

+ While having financial background is not a prerequisite to start this role, the ability to catch up fast with new concepts and understand the business requirements is a key


**Qualifications:**


+ Strong programming skills in Python, C++ desired

+ Strong understanding and track record in Machine Learning and AI foundations and packages such as Scikit Learn &Tensor Flow


+ Proficient in database applications and query languages such as SQL, KDB/Q, MongoDB

+ Clear and concise written and verbal communication skills. Ability to communicate complex problems to the relevant stakeholders

+ Experience building visualization tools using Dash. Plotly, Angular or React is a plus

+ Familiarity with tools for scalable development such as Git, Bitbucket, Airflow is a plus


**Education** **:**


+ Ph.D. (or MS with 2 to 3 years of work experience) in physics, mathematics, statistics, engineering, computer science or related quantitative fields


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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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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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)


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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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Posted: 2022-05-13 Expires: 2022-06-12

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Quantitative Analyst - Assistant Vice President

Citigroup
New York, NY 10176

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