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MQA Markets Quantitative Analysis Full Time Associate

Job Req ID 21326866 Primary Location New York, New York Job Category Institutional Trading
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The AVP Quantitative Analyst is a junior model developer role within Markets Quantitative Analysis (MQA), the Markets front office quant group. This role requires a strong mathematical and programming background to develop and implement the quantitative models. The role also requires relevant experience with data analysis. MQA covers all major asset classes including FX, rates, credit, commodities, equities, mortgages, and algos/electronic execution.



Responsibilities:

  • Apply mathematical theories and no-arbitrage pricing techniques to develop, maintain and enhance the pricing and risk models used by the Markets businesses
  • Develop analytical tools leveraging various data analysis techniques including machine learning for use by the desk to analyze their portfolios
  • Collaborate closely with key stakeholders such as Traders and technology professionals
  • Work in close partnership with control functions such as Market Risk, Model Validation Group, Audit, Finance in order to ensure appropriate governance and control infrastructure
  • 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
  • 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
  • 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


Qualifications:

  • 2-3 years of experience in a comparable quantitative modeling or analytics role, ideally having worked in the similar financial firms. Outstanding relevant academic research may count toward years of experience
  • Must have advanced mathematical background; Statistics and Probability
  • Solve analytical equations and design numerical schemes to provide non-analytical solutions.
  • Must have technical/programming skills; experience with languages like python, C++ or Java
  • Must have some relevant experience in data analysis gained through either previous work experience or projects at school
  • Consistently demonstrates clear and concise written and verbal communication skills


Education:

A PhD or Master’s in a technical discipline such as statistics, computer science, mathematics, physics, quantitative finance, operations research or similar


This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

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