Flow And Volatility Equity Derivatives Quantitative Analyst, Citi

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

175000.00 - 250000.00 USD / Year

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Job Description:

Flow and Volatility Equity Derivatives Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.

Job Responsibility:

Develop innovative libraries and data analysis methods / tools for pricing and risk management in Flow and Volatility Equity Derivatives
Create, implement, support quantitative models and algorithms for the trading business, leveraging a wide variety of mathematical and computer science methods and tools including advanced calculus, Python, C++, object-oriented software design, mathematical finance/programming, optimization methods, statistics and probability, novel machine learning techniques, such as reinforcement learning
Collaborate closely with Traders and technology professionals
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
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
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 firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency

Requirements:

2-5 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
Technical/programming skills: Python and C++
Data Analysis and Machine Learning Methods
Statistics and Probability
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
Any level of product knowledge in Flow and Volatility Equity Derivatives, Investments and Quantitative Methods
Clear and concise written and verbal communication skills

What we offer:

Medical, dental & vision coverage
401(k)
Life, accident, and disability insurance
Wellness programs
Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Additional Information:

Job Posted:
June 11, 2025

Expiration:
June 17, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Flow And Volatility Equity Derivatives Quantitative Analyst

Citi

Location:United States, New York

Category:Finance

Contract Type:Employment contract