Senior Quantitative Trader – Index Strategies & Backtests

Citi; New York (NY); Hybride; USD 200 000 - 250 000; Plein temps

Avantages offerts par ce poste

Medical, dental & vision coverage

401(k)

Life, accident, and disability 보험

Wellness programs

Paid time off

Résumé du poste

Citigroup Global Markets Inc. in New York, NY seeks a Vice President Trader to develop index-impact back-testing engines and perform rigorous quantitative analyses for strategy evaluation. You will work with Python, R, KDB, and SQL to build models and inform trading decisions.

The role involves collaboration with research, trading and sales teams to optimize index management, with a telecommuting/hybrid option within a commutable distance. A strong background in quantitative finance is required.

Qualifications

• Bachelor’s degree or foreign equivalent in applied mathematics, statistics or related quantitative field.
• 2 years of experience as a Trader, Quantitative Analyst, or related role developing quantitative models and investment strategies.
• Experience with Python/R/C/MATLAB for trade analytics, back-testing and automation; KDB/SQL for data querying.

Responsabilités

• Develop index-impact back-test engine and conduct thorough risk/returns analysis to evaluate strategies under various market scenarios.
• Build financial models, perform portfolio mathematics, and optimize strategies for trading desks.
• Collaborate with research, trading and sales teams to inform index management and rebalancing.
• Prepare reports and insights on index performance and rebalance outcomes for senior management.

Connaissances

Linear regression

Time series analysis

Monte Carlo

Portfolio mathematics

Risk analysis

Formation

Bachelor’s degree in Applied Mathematics/Statistics or related quantitative field

Outils

Python

R

C

MATLAB

KDB

SQL

Description du poste

Citigroup Global Markets Inc. in New York, NY seeks a Vice President Trader to develop index-impact back-testing engines and perform rigorous quantitative analyses for strategy evaluation. You will work with Python, R, KDB, and SQL to build models and inform trading decisions.

The role involves collaboration with research, trading and sales teams to optimize index management, with a telecommuting/hybrid option within a commutable distance. A strong background in quantitative finance is required.