• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Citi-US
  • 2018-10-18

MQA - Equity Derivatives Quantitative Analyst - Associate/VP

MQA - Equity Derivatives Quantitative Analyst - Associate/VP

  • Primary Location: United States,New York,New York
  • Education: Other
  • Job Function: Institutional Sales
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18061252


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 to are widely available to all.

Description of the Position

Business Overview:
Citi's Equity Division seeks an Equity Derivatives Quant for its NAM Derivative desk. This candidate will report to the regional head of the Equity quant group. The candidate will work primarily with the Delta One, Corporate, Exotic traders, structuring and sales people to develop models, risk measures and trade ideas.

Key Responsibilities:
This candidate will contribute to the development of the modelling capabilities of the equity derivatives franchise, working with the NAM Equities MQA team to contribute on a regional and global basis.

Knowledge/Experience:
The ideal candidate would have worked previously with trading desks to develop, manage and extend derivatives models. Further they would have "hands-on" programming experience with an object-oriented development platform preferably with C++. However industrial experience is not an absolute requirement contingent on other skills.

Skills/Competencies:
• Strong quant modelling, knowledge of multi underlying pricing techniques, communication, & programming experience are a must.
• Must have strong technology skills with a proven track record of implementing technology projects.
• Strong financial mathematics skills.
• Strong Data Analysis skills: Deep Learning / Statistic applied to Model Development.
• Strong interpersonal and communication skills (verbal and written).
• Team player.
• Ability to work in a fast paced environment

Qualifications

• A PhD from a top tier academic institution in a quantitative field.
• At least a Master Degree in Computer Science, Mathematics, Financial Engineering or Business with discipline in technology or mathematical field.