5 days old

Rates Algorithmic Quantitative Analyst AVP

Citigroup
New York, NY 10176
**Position Objective:**


Develop and implement automated market-making models and data-driven trading tools for the rates business.


**Key Responsibilities:**


- Implement electronic market-making models (hedging algorithms, bid-offer models, price predictors, automated pricing models)

- Implement data-driven tools for trade recommendations and trading activity analysis

- Develop and optimize technology stack used for the aforementioned objectives


**Challenges:**


1. The candidate must be practically minded, a quick learner and be focused on details. She or he must be able to develop an in-depth understanding

of the business and modelling requirements, to map them onto technical solutions, to identify technical implementation challenges and to provide critical feedback on models from the technical point of view.


2. The position requires very strong technical abilities, as the sizable part of the role revolves around building out and improving the technology stack used to deliver market-making models and trade analysis tools.


**Critical Success Factors:**


Develop market making and trading tool infrastructure for rates products.


Improve the quality of the technologies that the team is responsible for.


**Development Value:**


The job offers the possibility to learn the micro-structure of the rates markets at a time when the role of electronic trading and systematic strategies is rapidly increasing.


It also gives the opportunity to work in a closely integrated team comprised of traders, quants and technologists, with exposure to all aspects of the operation.


**Knowledge/Experience:**


Extensive experience in technology applied to fixed-income market-making and automated trading, including a low-level language such as C++ or Java and a higher-level language such as Python.

Experience in building research and automated trading frameworks and in optimizing the software delivery process.

Knowledge of quantitative finance, acquired through a degree or through work experience.


**Qualifications:**


M.S. or Ph.D. on of engineering, computer science, mathematics, physics, statistics, financial engineering.


N/A


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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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Rates Algorithmic Quantitative Analyst AVP

Citigroup
New York, NY 10176

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