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Citi · 4 months ago

Quantitative Analyst - Equity Derivatives Quant Development - Assistant Vice President

New York New York United States

Full-time

Hybrid

Mid, Senior Level

$150K/yr - $175K/yr

5+ years exp

Citi is a global financial services company, and they are seeking a Quantitative Analyst to contribute to the development of new techniques and improve processes within the Equity Derivatives Quant Development team. The role involves developing analytics libraries, creating quantitative models, and collaborating with various stakeholders to ensure effective governance and control within the trading business.

BankingFinanceFinancial Services

H1B Sponsor Likely

Responsibilities

Develop analytics libraries used for pricing and risk-management

Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability

Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers

Collaborate closely with Traders, Structurers, and technology professionals

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; and ensure that all team members understand the need to do the same, 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; and ensure that all team members understand the need to do the same

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 particular 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

Qualification

C++PythonSQLC# .NETQuantitative MethodsStatisticsProbabilityAnalytical SkillsCommunication Skills

Required

5-8 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles

Must also possess any level of product knowledge, Investments and Quantitative Methods

Consistently demonstrates clear and concise written and verbal communication skills

Bachelor's/University degree or equivalent experience

Benefits

Medical, dental & vision coverage

401(k)

Life, accident, and disability insurance

Wellness programs

Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Company

Citi

Glassdoor3.8

Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Founded in 1812

San Antonio, Texas, USA

10001+ employees

https://www.citi.com

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)

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Trends of Total Sponsorships

2025 (1386)

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2023 (1375)

2022 (1117)

2021 (876)

2020 (901)