The Market Quantitative Analysis (MQA) team is looking to develop and support the modelling and analytics needs of the business for Commodities markets at Citi
Requirements
- Technical/programming skills; C++, Python
- 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
- Software design and principles
- Hardware acceleration
- Advanced calculus
- Mathematical finance/ programming
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
- 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
- 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
- Masters/PhD, or equivalent degree
- Consistently demonstrates clear and concise written and verbal communication skills
- Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
- Adhere to all policies and procedures as defined by your role which will be communicated to you
