160 applicants
This job has closed.
Citi · 1 week ago
Quantitative Analyst
New York, NY
Full-time
Hybrid
Mid Level
$160K/yr - $175K/yr
2+ years exp
Wonder how qualified you are to the job?
BankingFinance
Insider Connection @Citi
Responsibilities
Develop and enhance models for primary and secondary market making in fixed-income exchange traded funds (ETF).
Develop models for trading in bond and loan portfolios.
Design, implement, and maintain optimization models and analytical tools for optimization of custom fixed-income portfolios.
Utilize R, Python, C++, SQL, and other languages for quantitative research on bond portfolio trading strategies.
Develop interfaces such as websites and APIs for users to utilize the developed models and tools.
Enhance and develop programmatic interfaces to facilitate traders’ ability to structure portfolios independently.
Perform quantitative research on bond portfolio trading strategies including time series analysis and stochastic filtering.
Statistically analyze electronic market data sources and historical trades to improve trading efficiency.
Research and model client holdings and trading patterns to assist in constructing portfolio trades.
Qualification
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Required
Master’s degree (or foreign equivalent) in Statistics, Mathematics, Mathematical Finance, or related quantitative field
2 years of experience as a Quantitative Analyst, Financial Engineer, Researcher, Pricing Strategy Analyst, Data Scientist, or related position in the financial services industry
2 years of experience in Convex and mixed-integer optimization in a financial context
2 years of experience in creating and maintaining data pipelines, database tables, and data wrangling in SQL and Python
2 years of experience in statistical prediction and estimation including machine learning using R and Python data stack
Knowledge of fixed-income products especially corporate and mortgage bonds to build models
Experience in creation of application program interfaces (API) and websites to expose models
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
