Quantitative Analyst

Vodafone; Denver (CO); Hybrid; USD 200,000 - 250,000; Full time

Job summary

A leading company seeks a Quantitative Analyst to develop tools for pricing and risk management in the Fixed Income Market. The role involves advanced programming, model development, and collaboration with various stakeholders in a hybrid working environment. Candidates should possess a Master's degree and relevant experience in quantitative analysis.

Benefits

Medical, dental & vision coverage

401(k) plan

Paid time off packages

Wellness programs

Qualifications

• Requires a Master's degree or equivalent and 2 years of experience.
• Experience in Python, JavaScript, and SQL required.
• Familiarity with quantitative model development and multi-asset derivative pricing.

Responsibilities

• Develop analytical libraries for Fixed Income Market business.
• Create web-based interfaces for stakeholders.
• Collaborate with traders and technology professionals.

Skills

Programming skills

Quantitative statistical modeling

Data analysis

SQL

Python

Javascript

Education

Master's degree in Financial Engineering

Master's degree in Financial Mathematics

Master's degree in Operations Research

Job description

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New York location.

Duties: Develop analytical libraries used for pricing, market analysis and risk-management for Fixed Income Market business. Develop optimization tools for calculating optimal balance sheet, liquidity, and capital charges. Develop web-based front-end interface for stakeholders to view and interact with analytical tools. Create, implement, and support quantitative models for the Fixed Income trading business leveraging a wide variety of mathematical and computer science methods and tools including, mathematical finance, statistics and probability and software engineering. Apply advanced coding skills to code and debug code. Utilize databases and write SQL queries. Collaborate closely with Fixed Income Market Traders, Sales, Structurers, and technology professionals. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master's degree, or foreign equivalent in Financial Engineering, Financial Mathematics, Operations Research and Information Engineering, or related quantitative field and 2 years of experience as a Quantitative Analyst, or related position involving quantitative statistical modeling and data analysis for a global financial services institution. 2 years of experience must include: Utilizing programming skills and programming languages Python and Java Script to code on Windows and Linux systems; Developing multi-platform cloud-based software using Python; Developing front-end user interface (UI) in Javascript and application programming interface (API) in Python; Writing SQL queries for customized data retrieval with performance optimization techniques; Quantitative model development for Fixed Income products, including testing and validation; Multi-asset derivative pricing using Monte Carlo techniques; Applying statistical methods including linear programing and time series analysis to build mathematical optimizers and predictive models; and Applying economic principles to evaluate market dynamics, including supply and demand forces, interest rate movements, inflationary trends, and geopolitical factors that impact asset classes and products. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #24734667. EO Employer.

Wage Range: $200,000 to $250,000

Job Family Group: Institutional Trading

Job Family: Quantitative Analyst
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Time Type:
Full time
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Primary Location:
New York New York United States
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Primary Location Full Time Salary Range:

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.
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Anticipated Posting Close Date:
May 22, 2024
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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 .