Quantitative Analyst - VP

The Quantitative Analyst is a strategic professional who stays abreast of developments within their field and contributes to directional strategy by considering their application in their job and the business. Recognized as a technical authority for an area within the business, this role requires basic commercial awareness. Multiple people within the business may provide the same level of subject matter expertise.

Developed communication and diplomacy skills are needed to guide, influence, and convince others, especially colleagues in other areas and occasional external customers. The position has a significant impact on the area through complex deliverables and provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, eventually affecting the overall performance and effectiveness of the sub‑function and job family.

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++, C#, .NET, Java, object‑oriented software design, Python, kdb, 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 and Finance 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 the role which will be communicated to you
• Obtain and maintain all registrations and licenses required for the role within the appropriate timeframe
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm’s reputation and safeguarding Citi, 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

Qualifications

• 6–10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
• Must have technical and programming skills; experience in C#, .NET, SQL and C++ with exposure to market data; statistical and probability 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 principles
• Must also possess product knowledge in investments and quantitative methods at any level
• Consistently demonstrates clear and concise written and verbal communication skills

Education

• Bachelor’s or University degree; Master’s degree preferred

Benefits

In addition to salary, Citi’s offerings may also include discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including medical, dental and 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. Offerings may vary by jurisdiction, job level and date of hire.

Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

Equal Opportunity Employment

Citi is an equal opportunity employer and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools or apply for a career opportunity, review Accessibility at Citi. View Citi’s EEO Policy Statement and Know Your Rights poster.