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Markets Quantitative Analytics is looking for a Quantitative Analyst to develop and enhance web analytical tools in Citi React/Python client/server platform. We are looking to expand our pricing and risk management capabilities for Counterparty Credit Risk (XVA) initially, and later for other products.We are a front-office team supporting Cross-Assets XVA Sales and Trading globally. We are responsible for analytical tools development, assisting Sales and Trading in integrating desk pricing models, analyzing and pricing structured deals, and developing hedging strategies.Responsibilities:Develop new web based analytical tools for the Trading/Risk Management/Financial Control business areas to run XVA pricing/risks/PAA, to perform what-if analysis, and to do stress testing
Provide pricing support to Sales and Trading, as well as risk management analysis
Contribute to the revamping of the XVA platform across Capital Markets, by writing new analytical libraries for IT to call MQA proprietary pricing models and by using the new IT application tools to access trading data
Interact with IT: design specs for various market inputs, position data and downstream feeds, and support the team owned XVA/risk calculation batch.
Collaborate closely with Traders, Structurers, and technology professionals.
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order 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 your role which will be communicated to you
Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
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:0-4 years of experience in a comparable quantitative developer role, ideally in the financial sector
Strong programming and web development skills in Python, React/JavaScript, C, Perl, SQL, Windows/Linux
Must also possess any level of derivative products knowledge, Risk Management and Quantitative Methods
Highly-motivated self-starter and detail-oriented
Team player, able to work with people in various regions and businesses
Strong communication skills to collaborate closely with Traders, Structurers, Risk Managers, Quants, and technology professionals.
Education:PhD or Master in Math, Sciences or Finance
Job Family Group:Institutional TradingJob Family:Quantitative AnalysisTime Type:Full timeCiti 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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCPEEOSupplementFinalJRFQA508c.pdf) .View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeoaapolicy.pdf) .View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp%20EnglishformattedESQA508c.pdf)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.Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
Vacancy expired!