Delta One Quant Director — Prime Services Strategy

Citi

New York (NY)

On-site

USD 170,000 - 300,000

Full time

14 days+

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Job summary

Citi in New York seeks a Quantitative Analyst to develop analytics libraries for pricing and risk-management, and to build GenAI powered tools. You will create, implement and support quantitative models for the trading business using a wide variety of mathematical and computer science methods and tools including Python, C++, Java and kdb.

Collaborate with Traders, Platform, Sales, Risks and Technology. This role requires a PhD or MS, 15+ years in quantitative analytics, strong communication, and

Qualifications

15+ years in a quantitative modelling or analytics role, ideally in finance.
Strong programming skills, exposure to Market Data; statistics and probability calculations.
Product knowledge in Investments and Quantitative Methods.
Clear and concise written and verbal communication.

Responsibilities

Develop analytics libraries used for pricing and risk-management and data-driven analytics and GenAI-powered tools.
Create, implement, and support quantitative models for the trading business using calculus, Python, C++, Java and kdb.
Develop pricing models using numerical techniques including Monte Carlo and PDE methods.
Collaborate with Traders, Platform, Sales, Risks and Technology.
Ensure governance, compliance and risk controls in all activities.

Skills

Quantitative Modeling

Python

C++

Communication

Finance Knowledge

Education

PhD or MS in relevant field

Tools

Kdb+

Job description

Collaborate with Traders, Platform, Sales, Risks and Technology. This role requires a PhD or MS, 15+ years in quantitative analytics, strong communication, and

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