Systematic Quant Analyst: Fixed-Income Trading & Modeling

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

Benefits offered by this job

Incentives

Medical coverage

401(k)

Disability insurance

Wellness programs

Paid time off

Job summary

Citigroup Global Markets Inc. in New York seeks a Systematic Quantitative Analyst to support investment and trading strategies. You will develop and backtest complex models in Python, analyze large fixed income datasets, and collaborate with traders and technology teams to productionize research.

This full-time role offers exposure to credit markets and systematic trading within Institutional Trading.

Qualifications

• Develop analytics programs for financial applications using Python or other languages.
• Fixed income products including corporate bonds to build mathematical models for trading and risk management.
• Analyze financial datasets using machine learning and statistics to extract signals and improve models.

Responsibilities

• Develop sophisticated mathematical models for securities valuation and portfolio construction.
• Design and build back testing programs to evaluate strategy performance in Python.
• Collaborate with traders and technology teams to productionize research insights.

Skills

Python

Quantitative modeling

Fixed income

Credit markets

Machine learning

Education

Master’s degree in Applied Mathematics, Finance, Financial Engineering, or related field

Bachelor’s degree with 6 years of experience in quantitative roles

Job description

Citigroup Global Markets Inc. in New York seeks a Systematic Quantitative Analyst to support investment and trading strategies. You will develop and backtest complex models in Python, analyze large fixed income datasets, and collaborate with traders and technology teams to productionize research.

This full-time role offers exposure to credit markets and systematic trading within Institutional Trading.