• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Citi-US
  • 2018-10-15

MQA - Rates Quantitative Analyst - Associate/VP

MQA - Rates Quantitative Analyst - Associate/VP

  • Primary Location: United States,New York,New York
  • Education: Master's Degree
  • Job Function: Trading
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18056632


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.

Description:

Support the mortgage trading desk in data analysis and trading strategy projects.

Key Responsibilities:

Work closely with the NY mortgage trading desk to develop data based trading strategies. The candidate must be able to solve open ended problems. Many projects in data analysis (particularly when related to trading strategy discovery) are not initially well formulated. The candidate must possess strong problem solving skills and is capable of taking a project from a beginning with ambiguities to an end with clear results. The candidate must be well versed in econometrics and comfortable analyzing large set of data. Strong communication skill is also a prerequisite as this role requires constant interaction with the trading desk. The ability to formulate and articulate otherwise ambiguous problems is a must. The candidate also must have some experience with mortgages and have a good of understanding of how the product trades.

Qualifications

• M.S. or Ph.D. in mathematics, physics, statistics, engineering or financial engineering.
• Extensive experience in statistics, data analysis and econometrics. Familiar with interest rate products and market microstructure.
• Ability to work on a team and to work well under pressure. Strong written and verbal communication skills.
• Proficient in database applications, e.g. KDB and SQL. Strong programming skills in C++, Java and Python.