Managing Director, Quantitative Analyst

Queens County Bar Association; New York (NY); On-site; USD 250,000 - 500,000; Full time

Job summary

Une grande entreprise de services financiers recherche un Quantitative Analyst à New York pour diriger une équipe dans le développement de modèles de trading automatisés. Le candidat idéal possède une vaste expérience en modélisation quantitative et doit démontrer d'excellentes compétences en communication pour négocier à des niveaux élevés, impactant directement la stratégie technique de l'entreprise. La position s'accompagne d'une rémunération compétitive et d'avantages sociaux attractifs.

Benefits

Medical, dental & vision coverage

401(k) plan

Paid time off packages

Wellness programs

Qualifications

• 15+ ans d'expérience en modélisation quantitative.
• Connaissance en Data Science et Machine Learning.
• Compétences en communication écrite et verbale claires et concises.

Responsibilities

• Développer des modèles e-trading pour la gestion des risques.
• Collaborer avec des Traders et des professionnels de la technologie.
• Assurer la conformité et la gouvernance dans le domaine du trading.

Skills

Data Science

Machine Learning

Software Design

Communication

Education

Bachelor's degree

Master's degree

Ph.D.

Tools

C++

C#

Java

Python

SQL

Job description

The Quantitative Analyst is an internally and externally recognized subject matter expert that influences the way things are done, not only internally, but beyond the business itself. Requires a broad and comprehensive understanding of the field. Is a true thought leader who develops new techniques, methodologies and approaches in own field to directly impact the work of others and the results of the organization. Recognized as a resource for innovation or groundbreaking developments. Excellent communication skills required in order to negotiate internally and externally at a senior levels. Negotiations will have an impact on the business and are likely to involve external parties such as clients, government bodies or other organizations. A sizeable impact on a major function and/or the business through making decisions that determine technical approaches and strategies for the area. Responsible for setting the technical direction of technical areas that are key to the business. Decisions made at this level will determine technical developments and the general technical strategy of the whole technical area.

Specifically this role will lead a team of quants in Rates algorithmic modeling, who are responsible for building e-Trading models as well as voice-trading tools for the Rates business.

The preferred location would be New York City, NY or London, UK but all applications welcome.

Responsibilities:

• Develop e-trading models used for automated market making and risk-management for interest rate products
• 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
• Collaborate closely with Traders 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.

Qualifications:

• 15+ years of experience in a comparable quantitative modeling or analytics role, ideally in Rates
• Experience with Data Science and Machine Learning
• Must have technical/programming skills and a deep understanding in software design and principles
• Consistently demonstrates clear and concise written and verbal communication skills

Education:

Bachelor's/University degree, Master's and Ph.D. degrees preferred

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

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

Primary Location:

New York New York United States

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

Primary Location Full Time Salary Range:

$250,000.00 - $500,000.00

In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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

Anticipated Posting Close Date:

Apr 08, 2025

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

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.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting