Quantitative Modeling & Analytics Officer

Citi; New York (NY); On-site; USD 225,000 - 250,000; Full time

Job summary

Citigroup Global Markets Inc. in New York, NY seeks a Model Development and Analytics Officer to develop and validate quantitative models for pricing and risk in municipal derivatives and spread products.

You will apply advanced mathematical techniques and collaborate with traders, risk, and IT to deploy scalable analytics. The role requires a Master’s degree in a quantitative field and at least three years of experience, with proficiency in Java, Python and SQL.

Qualifications

• Master’s degree in Mathematics, Physics, Computational Science or related quantitative field.
• At least 3 years of experience as Quantitative Analyst or related role with software development.
• Proficiency in Java and Python; experience with SQL, Sybase and DB2.

Responsibilities

• Develop and validate quantitative models for pricing and risk in municipal derivatives and spread products.
• Apply advanced mathematical techniques and ensure governance and controls.
• Collaborate with traders, risk, and IT to deploy scalable analytics in infrastructure.

Skills

Java

Python

SQL

Data analysis

Education

Master's degree in quantitative field

Tools

Sybase

DB2

SQL

Job description

Citigroup Global Markets Inc. in New York, NY seeks a Model Development and Analytics Officer to develop and validate quantitative models for pricing and risk in municipal derivatives and spread products.

You will apply advanced mathematical techniques and collaborate with traders, risk, and IT to deploy scalable analytics. The role requires a Master’s degree in a quantitative field and at least three years of experience, with proficiency in Java, Python and SQL.