141 applicants
Citi · 2 days ago
AVP Quantitative Analyst
New York, NY
Full-time
Hybrid
Executive
$175K/yr - $175K/yr
2+ years exp
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Responsibilities
Develop analytics libraries for pricing and risk-management.
Create, implement, and support quantitative models for trading using mathematical and computer science methods.
Collaborate closely with Traders, Structurers, and technology professionals.
Work with control functions to ensure appropriate governance and control infrastructure.
Build a culture of responsible finance, good governance, and ethics.
Assess risk/reward of transactions and ensure team members understand the same.
Adhere to Code of Conduct and the Plan of Supervision for Global Markets and Securities Services.
Obtain and maintain all required registrations/licenses for the role.
Drive compliance with laws, rules, and regulations, and escalate control issues with transparency.
Qualification
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Required
Master’s degree in Mathematics, Engineering, Mathematical Finance, Financial Engineering or related quantitative field
2 years of experience as a Quantitative Analyst, Quantitative Researcher, Data Scientist, Software Engineer, Modeling/Forecasting Senior Analyst, Risk Associate, or related position working for a global financial institution
Prototype and implement quantitative models using Python
Data Analysis using Machine Learning for large financial datasets to derive pre-trade and post-trade analytics such as default probabilities for credit issuers
Performing time series analysis to identify relative value signals between different fixed income instruments or forecasting future revenue
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
