• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Citi-US
  • 2018-10-20

Index Quant Analyst

Index Quant Analyst

  • Primary Location: United States,New York,New York
  • Education: Bachelor's Degree
  • Job Function: Research
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: Yes, 10 % of the Time
  • Job ID: 18052334


Description

About Citi:

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citi's Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

Job Purpose:
  • Data management on the calculation systems and implement process improvements in data management
  • Risk control aspect of data management processes
  • Daily calculation and reconciliation of benchmark index models, cross asset
  • Documentation and Administration of Data and Calculation processes and applications
Job Background:
  • Continued growth in the business has meant that we are looking to increase the size of the Benchmark Administration Team globally
  • Operational convenience to have presence in US time zone primarily from the point of view of timeline and connectivity to team members in other regions
  • The team develops and manages all Citi benchmark indices globally and cross asset class
  • Some travel to London or New York may be necessary whilst training, then periodically thereafter
Key Responsibilities:
  • Be involved in process improvements in Data management space
  • Data management includes corporate action handling, processes to manage exchange calendar data, prices, securities from various data vendors etc.
  • Develop knowledge of index model calculation processes
  • Calculate and reconcile index levels daily



Qualifications

Knowledge/Experience:
  • Excel experience is essential
    • Basic knowledge of Databases, SQL and scripting languages (Python) is an advantage
    • Proven work experience in manipulating Data preferably in a finance related field
    • Knowledge of Market Data services (Bloomberg, Reuters) is beneficial
    • Experience of Benchmark Index Calculation cross asset would be advantageous
Skills:
  • Quantitative thinking
  • Extensive use of Excel
  • A thorough and detailed approach to work
  • Excellent spoken and written English
  • Good communication
Qualifications:
  • A numerate background (BSc/BA) is essential 
Competencies:
  • Accuracy with a strong attention to detail
  • Methodical approach and strong organisational capabilities
  • Efficiency and speed in carrying out tasks
  • Good interpersonal skills and proven team player
  • Possess a positive attitude, drive and initiative