Quantitative Analyst - AVP

Citi; Hong Kong; On-site; HKD 900,000 - 1,200,000; Full time

Job summary

Citi is seeking a seasoned Quantitative Analyst to develop analytics libraries for pricing and risk management and to create quantitative models for the trading business. The role requires collaboration with Traders, Structurers, and technology teams, with governance oversight from Legal, Compliance and Risk functions.

The ideal candidate will have 5–8 years in quantitative analytics, strong programming skills in C#/.NET, C++, SQL, and experience with market data, statistics, and software design.

Qualifications

• 5-8 years of experience in a comparable quantitative modeling or analytics role in finance
• Strong programming skills in C#/.NET, C++, SQL
• Experience with pricing and risk analytics
• Excellent communication skills and ability to collaborate with traders and technologists

Responsibilities

• Develop analytics libraries for pricing and risk-management
• Create, implement, and support quantitative models for trading using advanced math and CS methods
• Collaborate with Traders, Structurers, and technology professionals
• Work with governance functions (Legal, Compliance, Risk, Audit, Finance) to ensure controls and oversight
• Promote responsible finance, governance, and risk-aware decision making

Skills

C# .NET

SQL

C++

Python

Java

Software design

Statistics

Market data

Education

Bachelor’s degree

Tools

Hardware acceleration

Job description

The Quantitative Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits. Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.

Responsibilities

• Develop analytics libraries used for pricing and risk-management
• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability
• Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
• Collaborate closely with Traders, Structurers, and technology professionals
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
• Adhere to all policies and procedures as defined by your role which will be communicated to you
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Recommended Qualifications

• 5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
• Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
• Must also possess any level of product knowledge, Investments and Quantitative Methods
• Consistently demonstrates clear and concise written and verbal communication skills

Education

• Bachelor’s/University degree or equivalent experience

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

------------------------------------------------------

Most Relevant Skills

Please see the requirements listed above.

------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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.

View Citi’s EEO Policy Statement and the Know Your Rights poster.