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Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.
(more about Citi)Quantitative Analyst
Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New York location.
Duties: Leverage knowledge of software architecture, design, and engineering concepts to support analytical and derivatives libraries development, building, testing, and release procedures. Execute dpAddin (Derivatives Pricing Addin) development, analyze risk exposure between different versions of the dpAddin library, and identify any differences in corresponding evaluations. Develop multi-asset pricing and risk management libraries employed in trading algorithms. Utilize C++ to develop pricing and risk management libraries, Java to provide support for production system roll out and maintenance, and Python to conduct library test coverage. Liaise with stakeholders to implement new business critical functionalities and improve existing functionalities that support Citi’s Interest Rates business. Create quantitative models leveraging mathematical methods and support interface API for other systems to communicate with the models.
Requirements: Requires a Master’s degree (or foreign equivalent) in Computer Science, Applied Mathematics or related field and 3 years of experience as a Quantitative Analyst, Quantitative Developer, or related position supporting electronic trading systems design and development for a financial services institution. Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of specified progressive, post-baccalaureate experience. 3 years of experience must include: C++, Java, and Python programming languages; Software architecture and engineering, Object Oriented Design concepts; Pricing and risk management library development; C++ native libraries and Java platform performance analysis and optimization; Trading and Risk Management platform development utilizing 3rd party and in-house built libraries; Quantitative model development, testing, and production roll out; Interest Rates product knowledge, Investments and Quantitative Methods development. Applicants submit resumes at https://jobs.citi.com/ or by email to Citigroup Recruiting Dept. at NAMobilityRecruitment@citi.com. Please reference Job ID #23689177. EO Employer. This position is eligible for incentive pursuant to Citigroup’s Employee Referral Program.
Wage Range: $250,000 to $300,000
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
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Primary Location:
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