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COVID-19:

The health and safety of our colleagues and candidates for employment are our highest priority. Accordingly, Citi continues to monitor the COVID-19 situation closely. We have implemented precautionary measures across our firm globally, including conducting all candidate interviews virtually on a temporary basis until further notice where needed.

Quantitative Analyst - Assistant Vice President

Job Req ID 22439667 Primary Location New York, New York Job Category Institutional Trading
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Key Responsibilities:

  • Create, implement, and support quantitative models for predictive pricing, recommendation, optimization, etc. in the credit trading business leveraging a combination of statistical reasoning, data science, advanced machine learning techniques and AI based models
  • Provide tools/methods to systematically monitor the model performance and implement improvements
  • Proactively recognize the business needs and bring new ideas to the table
  • Diligently architect and manage the evolution of the code base, including collaborating with other teams to maximize scale and leverage across the organization

Challenges:

  • Work in a very agile style, with new ideas being generated and projects getting concluded in a very fast paced environment
  • Have an instinct to tackle new tasks from different angles and be a natural problem solver with an analytical mindset, come up with practical solutions, being hands on to use variety of tools from Machine Learning models and packages to analytical solutions
  • Extreme attention to details and genuine interest in gaining intimacy with the different trading datasets. Ability to manipulate and analyze complex, large scale, high dimensional data from varying sources
  • Ability to communicate in a clear effective way and collaborate with other quants, traders and technology representatives
  • Lead cutting edge developments in fixed income markets and leverage the opportunity for deep understanding of cross asset trading in credit markets
  • While having financial background is not a prerequisite to start this role, the ability to catch up fast with new concepts and understand the business requirements is a key

Qualifications:

  • Strong programming skills in Python, C++ desired
  • Strong understanding and track record in Machine Learning and AI foundations and packages such as Scikit Learn &Tensor Flow
  • Proficient in database applications and query languages such as SQL, KDB/Q, MongoDB
  • Clear and concise written and verbal communication skills. Ability to communicate complex problems to the relevant stakeholders
  • Experience building visualization tools using Dash. Plotly, Angular or React is a plus
  • Familiarity with tools for scalable development such as Git, Bitbucket, Airflow is a plus

Education:

  • Ph.D. (or MS with 2 to 3 years of work experience) in physics, mathematics, statistics, engineering, computer science or related quantitative fields 

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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View the EEO Policy Statement.

View the Pay Transparency Posting

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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

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We foster a culture that embraces all individuals and encourages diverse perspectives, where you can make an impact and grow your career. At Citi, we value colleagues that demonstrate high professional standards, a strong sense of integrity and generosity, intellectual curiosity, and rigor. We recognize the importance of owning your career, with the commitment that if you do, we promise to meet you more than half way.

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