Risk Quantitative Analyst, up to VP

Risk Quantitative Analyst, up to VP

Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.

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Job Description

We are looking for candidates of Analyst, Associate (AVP) and VP levels.

The Quantitative Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits. Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.

Key Responsibilities

  • Development, testing, documentation, support and enhancement of analytics for conduct risk detection

  • Stay informed regarding latest conduct related events and regulatory developments

  • Keep up to date with developments in data led analytics approaches

Qualifications/Skills/Knowledge

Applicants should have

  • A degree in a quantitative discipline
  • Very strong quantitative capabilities in maths, probability, stats and data science
  • The ability to write high quality code (Python preferred) and SQL queries
  • An interest in understanding the detailed nuts and bolts of trading processes and types of market participants across all asset classes by working alongside experienced traders
  • Excellent communication, interpersonal and organisational skills
  • Self-motivated, with a strong desire to learn and work independently
  • Superior attention to detail and level of accuracy
  • An ability to manage personal workload and agenda independently but in alignment with the priorities of a broader project

In addition to the above it would be advantageous to have

  • A Masters or PhD in a quantitative discipline
  • Experience in financial services or analytics development
  • Knowledge of financial markets, products, processes and types of market participants
  • Experience of working with large data sets and associated AI/ML methods
  • Experience of contributing to a collaboratively developed codebase and understanding of associated processes and tools
  • Experience of writing clear and precise technical documentation in English using mathematical notation

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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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