Quantitative Analyst - Prime Finance, Director Hybrid at Citi

Job Description

The Quantitative Analyst Director is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Recognized subject matter expert within one area. Strong commercial awarenessis a necessity. An acknowledged authority both within and outside area of expertise. Typically a small number of people within the business that provide the same level of expertise. Excellent communication skills required in order to negotiate internally,often at a senior level. Some external communication is typically required. Provides advanced judgment and conducts in-depth quantitative or qualitative analysis to solve problems and develop new, innovative solutions. Required to think beyond existing solutions,assumptions or current knowledge of sophisticated areas. Significant impact on a function and/or the business through making decisions that determine technical approaches and strategies for the area. Responsibilities:

• Develop analytics libraries used for pricing and risk-management
• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools
• Develop pricing models using numerical techniques
• Collaborate closely with Traders, Technology and the product team
• The role will have a special focus on growing and maintaining the Python library serving all the Prime client users. Work very closely and collaboratively with the model owners, Technology and all the end users. Ensure code efficiency and consistency, contributeto the platform buildout with scalable designs and a data strategy. enhance the modelers experience and productivity, optimize performance and resources. And finally maintaining a robust development lifecycle including coding, testing and releases.
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
• Be familiar with and adhere to Citis Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
• Adhere to all policies and procedures as defined by your role which will be communicated to you
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firms reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adheringto Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

• This is a Director level role, and so sufficient experience in a comparable quantitative modeling or analytics role, ideally in the financial sector is required.
• Must have technical/programming skills; C# .Net, SQL and C++ Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numericalschemes to analyze complex contracts; and Software design and principle
• Consistently demonstrates clear and concise written and verbal communication skills

Education:

• PhD, Masters degree preferred

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required. ------------------------------------------------------ Job Family Group: Institutional Trading------------------------------------------------------ Job Family:Quantitative Analysis------------------------------------------------------ Time Type: Full time------------------------------------------------------ Citi is an equal opportunity and affirmative action employer. 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. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunityreview Accessibility at Citi . View the " EEO is the Law " poster. View the EEO is the Law Supplement . View the EEO Policy Statement . View the Pay Transparency Posting