The Market Quantitative Analysis (MQA) team at Citi is looking to develop and support the modelling and analytics needs of the business, involving close work with trading desks, IT, and control functions to capture and analyse dynamics in Commodities markets.
Requirements
- 15+ years of experience in a comparable quantitative modeling or analytics role
- Must have technical/programming skills; C++, Python and have had 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 numerical schemes to analyze complex contracts; and Software design and principles
- Commodities experience is not a pre-requisite
- Masters/PhD, or equivalent degree
- C++
- Python
- JavaScript React
- Mathematical finance/ programming and statistics and probability
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 including hardware acceleration, advanced calculus, development including C++, Python, JavaScript React, mathematical finance/ programming and statistics and probability
- Collaborate closely with Traders, Sales, Structurers, and technology professionals, including senior stakeholder management
- Work in close partnership with control functions such as Model Risk Management, 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
- Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
- Be familiar with and adhere to Citi’s 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
Other
- Collaborate closely with Traders, Sales, Structurers, and technology professionals, including senior stakeholder management
- Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
- Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
- Consistently demonstrates clear and concise written and verbal communication skills
- Masters/PhD, or equivalent degree
