Quantitative Analyst

Responsibilities

• Develop analytics libraries used for pricing and risk management
• Create, implement, and support quantitative models for the trading business using mathematical and computer science methods
• Develop pricing models using numerical techniques including Monte Carlo Methods and partial differential equation solvers
• Collaborate closely with Traders, Structurers, and technology professionals
• Partner with control functions such as Legal, Compliance, Risk, Audit, and Finance to ensure appropriate governance
• Assess risk/reward of transactions and adhere to the firm's Code of Conduct and regulatory requirements

Requirements

• 6-10 years of experience in a quantitative modeling or analytics role, ideally within the financial sector
• Proficiency in C# .NET, SQL, and C++
• Strong knowledge of Statistics and Probability
• Experience with Market Data and using probability theory to evaluate complex financial instruments
• Understanding of Investments and Quantitative Methods
• Bachelor's degree required; Master's degree preferred
• Excellent written and verbal communication skills

Benefits

• Medical, dental, and vision coverage
• 401(k) retirement planning
• Life, accident, and disability insurance
• Wellness programs
• Paid time off packages including vacation, sick leave, and holidays

About the Company

Citi is a global financial services corporation with more than 230,000 dedicated people serving clients in over 160 countries and jurisdictions. We provide a wide range of financial products and services, including consumer banking, investment banking, and wealth management.