Quantitative Trader, AVP, Rates

Quantitative Trader, AVP, Rates

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community, and make a real impact.

Job Overview

The Rates AVP level Quantitative Trader is an intermediate-level position responsible for leveraging their market analysis experience to develop, create, and implement a trading book while mitigating risk and driving revenue targets. This is a unique opportunity to join a new and evolving arm as a key player within our Rates Trading team. We are seeking an individual who combines a strong quantitative and market analyst profile with a basic understanding of trading, focused on developing and implementing cutting-edge systematic strategies. This role offers an unparalleled opportunity to co-own a book of business that directly impacts revenue, fostering an entrepreneurial mindset through a Quant lens.

Responsibilities :

• Assist with a trading book, generate revenues, and manage risk for the respective business, leveraging systematic and semi-systematic approaches.
• Develop and implement quantitative trading strategies, contributing to the firm's systematic strategy framework.
• Design, build, and maintain robust tools and infrastructure to support quantitative research, trading, and Market Quantitative Analysis (MQA) processes.
• Coordinate with Sales, Research, Capital Markets, and other organizations across Markets and Securities Services and the broader business.
• Trade a book, deliver on budgeted revenues, and manage book risk.
• Establish and maintain key relationships to deliver trades to the desk.
• Anticipate client demand in each respective product / market.
• Coordinate with desk analysts as needed and with sales to develop the franchise.
• Lead strong governance and controls : Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure.
• Build a culture of responsible finance, good governance and supervision, expense discipline, and ethics.
• Appropriately assess risk / reward of transactions when making business decisions, demonstrating proper consideration for the firm's reputation.
• Be familiar with and adhere to Citi's Code of Conduct and the Plan of Supervision for Global Markets and Securities Services.
• Adhere to all policies and procedures as defined by your role which will be communicated to you.
• Obtain and maintain all registrations / licenses which are required for your role, within the appropriate timeframe.
• Appropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications :

Education :