107 applicants
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Citi · 1 week ago
Quantitative Analyst
New York, NY
Full-time
Hybrid
Mid Level
$175K/yr - $175K/yr
2+ years exp
Wonder how qualified you are to the job?
BankingFinance
Insider Connection @Citi
Responsibilities
Provide analytical models for pricing securities and risk management.
Research and implement mathematical derivation of pricing models for equity and cross-asset products.
Develop optimization and calibration schemes in C++ and Python based on historical time series or market prices.
Write and perform unit tests and regression tests for pricing and risk models.
Design and enhance analytical models in the C++ equity and multi-asset library.
Perform model validation submissions for existing or newly developed models.
Qualification
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Required
Master’s degree, or foreign equivalent, in Mathematics, Finance, or a related field
Two (2) years of experience in the job offered, or in a related occupation in the financial services industry
Utilizing financial mathematics to design models and perform research into models and markets
Programming financial models and algorithms in C++, C#, Python, and VBA to develop and implement financial models
Working with multi-asset products including interest rate, credit, FX, equity, and commodities as well as Quantitative Investment Strategy index products
Writing model documentation including model design, model usage, and ongoing testing techniques
Analyzing finance issues such as asset valuation, trading, risk management, and financial market regulation
Testing quantitative pricing and risk management models for financial products using stochastic calculus, probability theory, and Monte Carlo method
Benefits
Medical, dental & vision coverage
401(k)
Life, accident, and disability insurance
Wellness programs
Paid time off packages
Company
Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
10,001+ employees
H1B Sponsorship
Citi has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Trends of Total Sponsorships
2023 (1014)
2022 (1194)
2021 (958)
2020 (960)
Funding
Current Stage
Late StageLeadership Team
David Bailin
Chief Investment Officer
Ford von Weise
Director, Global Head - Aircraft Finance
Recent News
2024-05-14
2024-05-13
2024-05-13
Company data provided by crunchbase
