MQA – Credit Algorithmic Market making Quant - VP level

Citi; New York (NY); On-site; USD 120,000 - 180,000; Full time

Job summary

Join a forward-thinking firm as a Credit Algorithmic Market Making Quant at the VP level, where you will design innovative trading strategies in a dynamic front-office environment. This role demands a blend of strong programming skills and a keen understanding of financial markets, particularly in credit. Collaborate with a talented team to create impactful quantitative models and enhance client service through data-driven insights. If you're passionate about leveraging statistical techniques and machine learning to drive results, this is your opportunity to make a significant impact in a collaborative and meritocratic culture.

Qualifications

• 6-10 years of experience in quantitative modeling or analytics within finance.
• Strong programming skills in Python and SQL, with knowledge of additional languages a plus.

Responsibilities

• Collaborate with teams to develop analytics that improve client service.
• Create and support quantitative models for credit electronic trading.

Skills

Statistical Techniques

Machine Learning

Python

SQL

Data Analysis

Attention to Detail

Education

Master’s or PhD in a quantitative field

Tools

kdb+/q

C++

C#

Java

JavaScript

Job description

MQA – Credit Algorithmic Market Making Quant - VP Level

Join to apply for the MQA – Credit Algorithmic Market Making Quant - VP Level role at Citi.

This role is within Markets Quantitative Analysis (MQA), which hires strategic professionals to stay ahead of industry developments. Quant analysts are recognized as technical authorities, contributing to the firm's strategic direction by implementing solutions that impact asset class performance.

Role Overview: You will design data-driven trading strategies in credit algo trading within a fast-paced, evolving front-office environment. Effective communication skills are essential to influence partners, and strong business acumen is required to translate business problems into quantitative solutions.

Team and Culture: You will join a collaborative, meritocratic team that values transparency and innovation, with a proven track record of celebrating innovation annually. Our focus is on impactful results measurable through the P&L we help generate.

Responsibilities:

• Collaborate with Quant Traders, Sales, and Technology teams focused on Spread Products, primarily in credit, to develop analytics and processes that improve client service.
• Create, implement, and support quantitative models for credit electronic trading, utilizing data analysis, statistical reasoning, and machine learning techniques.
• Architect and evolve the code base, collaborating across teams to maximize scalability and efficiency.

Qualifications:

• Experience applying statistical and machine learning techniques in financial markets.
• Strong programming skills in Python, SQL; knowledge of kdb+/q, C++, C#, Java, JavaScript is a plus.
• Fundamental knowledge of asset class pricing, especially fixed income, equities, FX, or commodities.
• Understanding of macroeconomics and electronic market microstructure.
• Exceptional attention to detail and interest in complex, large-scale data analysis.
• Excellent communication skills to convey complex concepts to stakeholders.
• 6-10 years of relevant experience in quantitative modeling or analytics within finance.

Education:

• Master’s or PhD in a quantitative field is preferred.

This overview summarizes the key duties; additional responsibilities may be assigned.