Quantitative Analyst - Remote

Overview

Citigroup Global Markets Inc. is seeking a Quantitative Analyst to develop and implement quantitative models and analytics for their trading business, leveraging advanced mathematical and programming techniques.

In Short

• Develop Python quantitative modules for various financial operations.
• Create analytics libraries in C++ for Total Return Swap pricing.
• Design methods to analyze client flow and business decisions.
• Support quantitative models for trading leveraging mathematical methods.
• Build optimization algorithms to enhance business operations.
• Perform quantitative data analysis for decision-making.
• Improve infrastructure by optimizing algorithms and testing code.
• Build tools to monitor client portfolios and understand revenue drivers.
• Create innovative analytics and machine learning models.
• Work in a telecommuting/hybrid schedule as per Citi policies.

Requirements

• Master’s degree in Financial Engineering, Finance, Mathematics, or related field.
• Four years of experience in finance or IT analyzing data.
• Experience in building optimization algorithms.
• Proficiency in Python, C++, SQL, and kdb.
• Knowledge of machine learning, statistics, and probability.
• Experience in quantitative data analysis and financial modeling.
• Ability to create and support quantitative and statistical models.
• Strong analytical and problem-solving skills.
• Experience in financial resources and performance monitoring.
• Understanding of client flow and revenue analysis.

Benefits

• Competitive salary and performance-based incentives.
• Comprehensive medical, dental, and vision coverage.
• 401(k) retirement plan.
• Life, accident, and disability insurance.
• Wellness programs.
• Paid time off including vacation and sick leave.
• Paid holidays.
• Access to Citi employee benefits portal.
• Variety of offerings based on job level and location.
• Equal opportunity employer with affirmative action policies.