Quantitative Analyst

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New York location.

Duties: Develop and enhance models for primary and secondary market making in fixed-income exchange traded funds (ETF). Develop models for trading in bond and loan portfolios as well. Design, implement, and maintain optimization models and analytical tools for optimization of custom fixed-income portfolios. Utilize R, Python, C++, SQL, and other languages to perform quantitative research on bond portfolio trading strategies. Develop interfaces, such as websites and application program interfaces (APIs), so that users can utilize the models and tools developed. Enhance and develop programmatic interfaces to facilitate traders’ ability to structure portfolios independently. Perform quantitative research on bond portfolio trading strategies, like time series analysis and stochastic filtering. Statistically analyze electronic market data sources and historical trades to improve the trading efficiency. Research and model client holdings and trading patterns to help construct portfolio trades. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree (or foreign equivalent) in Statistics, Mathematics, Mathematical Finance, or related quantitative field and 2 years of experience as a Quantitative Analyst, Financial Engineer, Researcher, Pricing Strategy Analyst, Data Scientist, or related position in the financial services industry. 2 years of experience must include: Convex and mixed-integer optimization in a financial context; Create and maintain data pipelines, database tables and data wrangline in SQL and python; Statistical prediction and estimation including machine learning using R and Python data stack; Knowledge of fixed-income products especially corporate and mortgage bonds to build models; and Creation of application program interfaces (API) and websites to expose models. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #24753993. EO Employer.

Wage Range: $160,000 to $175,000

Job Family Group: Institutional Trading

Job Family: Quantitative Analysis

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

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

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Anticipated Posting Close Date:

Jul 30, 2024

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Citi is an equal opportunity and affirmative action employer.

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.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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