Equities CRB Quantitative Analyst - VP

The hire will be part of theEquities Quant team and work closely with equity traders to develop tools, systematic trading models,alpha signalsand risk measures.

The hire will contribute significantly to the development and enhancement of the algorithmic portfolio management systems used to balance the risk, transaction costs, tracking errorand expected return of thetrading books.

The role involves working very closely with the trading desk and enhance their businesses via the strategic development of the modeling,risk, systematic liquidity facilitation, and trading infrastructure.

A successful candidate will have prior experience building trading and risk management platforms, alpha signals, pre-, intra-, and post-trade analytics tools, and will also possess familiarity with execution algorithms.

A working knowledge of market microstructure and algorithmic trading strategies is a plus. On a day-to-day basis, the role involves analyzing historical data, building mathematical models, and running back-tests and simulations using available internal and external trade, quote, and execution data sets.

A substantial amount of coding is necessary on a daily basis in order to programmatically analyze, test, and implement models.

The candidate will work with a team consisting of traders, quantitative analysts, and technologists. A degree in science, engineering or mathematics is required.

Qualifications :

Strong background in mathematical finance and statistical analysis is required.

At least two years of experience in the quantitative aspects of algorithmic trading is required with preference given to those with direct experience in Equities and the automated management of portfolio risk.

Strong technical programming ( Q / KDB, Python, C++).

Knowledge of pricing, risk models and statistical analysis and portfolio management.

Track record in delivering production projects.

Show keen interest in the financial markets.

Strong team work capability.

Consistently demonstrates clear and concise written and verbal communication skills

Education :

Masters in Maths / Physics / Statistics or related subjects

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Job Family Group :

Institutional Trading

Job Family :

Quantitative Analysis

Time Type : Full time

Full time

Primary Location :

New York New York United States

Primary Location Full Time Salary Range :

$175,000.00 - $250,000.00

In addition to salary, Citis 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.

Anticipated Posting Close Date :

Sep 18, 2024

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.

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