Quantitative Analyst

In-Business Risk 1LOD Lead Analyst

Citigroup Global Markets Inc. seeks an In-Business Risk 1LOD Lead Analyst for it...

Location

United States , Tampa

Salary:

119200.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree, or foreign equivalent, in Finance, Statistics, Applied Mathematics or related field and 1 year of experience as a Business Risk Analyst, Data Analyst, Financial Analyst, Compliance Analyst, Graduate Associate or related position involving designing, evaluating and implementing control mechanisms to monitor for financial crimes
Alternatively, employer will accept a Bachelor’s degree in the stated fields and 3 years of the specified experience
Designing and evaluating control frameworks for financial crime risk assessment
Conducting financial data research, financial modeling, and preparing analytical reports and manuscripts
Performing quantitative analysis and interpreting large financial and economic datasets
Applying statistical methods to analyze datasets, identify financial crime patterns, and assess associated risks
Researching and analyzing derivatives, fixed income, swaps, foreign exchange, and structured products, including options, futures, bonds, treasury securities, credit instruments, interest rate swaps, currency swaps, credit default swaps, spot/forward FX products, spread products, and complex structured instruments
Developing automated processes for data analysis and financial research using Python and R
Extracting, transforming, and analyzing large datasets using SQL, and employing data management and visualization tools such as Tableau, Power BI, and Airflow
Researching institutional trading business practices, market structure, and financial crime risks

Job Responsibility

Design, evaluate, and implement control mechanisms to monitor financial crimes within Citi's Markets and Securities Services division
Develop analytical tools and data processes using programming languages such as Python and R to detect and manage risks associated with financial crimes like anti-money laundering, sanctions, and fraud
Regularly review existing financial crime monitoring controls to ensure effectiveness and continuously improve the controlling methodologies to address emerging risks
Collaborate closely with various stakeholders, including Sales, Trading, Operations, Legal, Compliance, and Technology departments, to identify, assess, and manage financial crime risks across multiple business platforms, specifically focusing on high-risk jurisdictions, third-party payments in foreign exchange, sanctions, and emerging market transaction monitoring
Manage control initiatives ensuring resources are properly allocated, execution timelines are met, and all initiatives align strategically with corporate policies and regulatory requirements
Conduct specialized reviews of transactional data to proactively uncover new and evolving financial crime patterns, subsequently develop and integrate preventative controls
Prepare and deliver comprehensive reports and presentations to senior management and compliance oversight teams, clearly articulating analytical insights, proposed enhancements, and the status of ongoing initiatives

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
discretionary and formulaic incentive and retention awards

Fulltime

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New...

Location

United States , New York

Salary:

160000.00 - 175000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree, or foreign equivalent, in Mathematics, Computer Science, Operations Research and Information Engineering, Financial Engineering, or related field
2 years of experience as a Quantitative Analysis Program Analyst, or related position involving quantitative model development and risk management support in a global financial services institution
Using mathematical methods, including advanced calculus, statistics, probability and stochastic processes, in security pricing and financial modeling projects
Applying numerical analysis techniques to perform fast calculations on large datasets
Software development in Python and C++
Maintaining and implementing high performance time series analysis and processing tools using C++
Functional programming and objected oriented programming
Producing models and analytics using machine learning methods
Big data management including cleaning, storage and delivery of large unstructured datasets and creating and maintaining databases and pipelines
Fixed income and derivative securities pricing across multiple asset classes

Job Responsibility

Develop analytical libraries used for pricing, hedging, liquidity management and risk management
Create, implement and support quantitative models for the trading business
Develop optimization tools for constructing interest rate curves and computing single currency and cross currency asset swap spreads, optional-adjusted spreads and coupon adjusted spreads
Generate trading signals based on the spreads to select the optimal trades with rigorous back-tests and portfolio optimization
Carry out post-trade analyses on rebalancing and risk management methodologies
Develop and maintain a range of Excel and React based web tools to support the trading and sales desks to price, trade and hedge a range of fixed income securities
Develop and maintain monitoring tools to ensure the marks and computed risks are accurate and tradable
Conduct quality control and compliance checks to ensure the accuracy and completeness of the streaming intraday ticking market data and end-of-day data
Perform data processing tasks to collect, process, and analyze data from the macroeconomic data, fixed income market data, and publicly available fixed income trade records
Generate real-time alerts and reports to support the sales and trading business

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
discretionary and formulaic incentive and retention awards

Fulltime

Commodities Quantitative Analyst

Citi's Markets business is a leading global financial institution, offering a wi...

Location

United States , Houston

Salary:

60800.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Experience in a quantitative modeling or analytics role, with a preference for experience within the financial sector
Solid understanding of commodities markets is highly desirable, but not a mandatory pre-requisite if strong foundational quantitative skills are demonstrated
Expertise in programming, particularly C++ and Python, with proven experience in developing robust quantitative libraries and applications
Strong theoretical and practical background in market data, statistics, and probability, including the application of probability theory to assess risks in complex financial instruments
Demonstrated ability to solve analytical equations and design numerical schemes for analyzing intricate financial contracts
Proficiency in software design principles and best practices for developing high-quality, maintainable code
Exceptional clear and concise written and verbal communication skills, with the ability to articulate complex technical concepts to diverse audiences
An advanced degree (Master's or PhD) in a quantitative field such as Financial Engineering, Mathematics, Physics, Computer Science, or a related discipline is required

Job Responsibility

Develop and enhance analytics libraries crucial for pricing and effective risk management of commodity derivatives
Design, implement, and rigorously test quantitative models for the trading business, utilizing a diverse set of mathematical and computer science techniques, including advanced calculus, C++, Python, JavaScript/React development, mathematical finance, and statistical methodologies
Collaborate closely with Traders, Sales, and Structurers to understand business requirements and deliver tailored quantitative solutions that directly support trading and client needs
Work proactively with control functions such as Model Risk Management, Legal, Compliance, Market and Credit Risk, and Audit to ensure robust governance and control infrastructure around model development and usage
Drive responsible financial practices, foster good governance, and uphold ethical standards in all business decisions, demonstrating a keen awareness of the firm’s reputation
Adhere strictly to all internal policies and procedures relevant to the role, ensuring full compliance with regulatory requirements

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

Fulltime

Model/Anlys/Valid Officer

Citigroup Global Markets Inc. seeks a Model/Anlys/Valid Officer for its New York...

Location

United States , New York

Salary:

200000.00 - 250000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Requires a Bachelor’s degree, or foreign equivalent, in Economics, Mathematics, Statistics or related field
2 years of experience as Risk Manager, Quantitative Analysis Program Analyst, Trader or related position involving developing and maintaining quantitative techniques in trading for a financial services institution
2 years of experience must include: Programming in C++ and Python to support pricing and risk analysis
Developing quantitative model to price XVA netting sets
Credit products including structure, payoff, risk, and pricing to support credit XVA trading desks
Statistics and probability to evaluate financial instruments risks
Market data to support XVA modelling and pricing
Implementing regulatory risk calculations under FRTB framework
Monitoring Monte Carlo simulations

Job Responsibility

Develop quantitative models in C++ to compute Credit Value Adjustment, Funding Valuation Adjustment on spread product netting sets, which involves modeling the pricing of Credit Derivatives Swap, index options, and Collateralized Debt Obligations
Create, implement and support quantitative models leveraging a variety of mathematical methods including Monte Carlo simulations with Hull-White and Cox-Ingersoll-Ross models and correlation structures via Copulas
Support X-Value Adjustment (XVA) Traders, Structurers, capital management desks on appropriate assessment of risk/reward of transactions when making business decisions using quantitative tools such as Python
Engineer on model and data structure to improve the calculation speed and performance to provide timely profit & loss and risk analytics to the trading desk
Coordinate with IT team to build and deploy interfaces to integrate the Credit CVA models into the Central Cross Asset XVA models
Collaborate closely with control functions such as Legal, Compliance, Market and Credit Risk, Audit, and Finance in order to ensure appropriate governance and control infrastructure
Refine and adjust the model to account for market conditions and business demand
Maintain detailed documentation of model assumptions, methodologies and results

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

Fulltime

Ventures Strategic Investment Manager

Assistant Vice President, Ventures Strategic Investments Manager for Aflac Globa...

Location

United States , Atlanta

Salary:

125000.00 - 175000.00 USD / Year

Aflac

Expiration Date

Until further notice

Requirements

Bachelor’s degree in financial, mathematics, business administration or other quantitative discipline
minimum of eight years of professional job-related work experience
at least 4 years in the insurance industry in a similar ventures, strategy, and/or corporate development preferred
experience leading, structuring, or supporting mergers & acquisition and/or venture transactions
business unit experience preferred
experience with storyboarding and developing high quality presentations
strong educational background and/or experience in financial modeling, financial statement analysis and statistical analysis
excellent quantitative, analytical and critical thinking skills
demonstrated knowledge of complex business and financial analysis including applied statistical techniques
strong judgement with the ability to analyze deal options and their implications

Job Responsibility

Supports all aspects of Aflac’s venture strategic investing programs
leads deal sourcing and screening
leverages relationships with external eco-system to identify and screen deals of interest
initiates discussions and investment analysis to determine value add to overall ventures portfolio and Aflac overall
works closely with internal Legal on all aspects of existing and future deals, ensure proper underwriting and due diligence to meet the needs of Aflac
independently leads key aspects of the transaction, including but not limited to build out and analysis of financial models
performs detailed assessments of investment opportunities
develops investment theses for deals
supports due diligence efforts for deals under consideration
serves as liaison for Aflac internal support teams

What we offer

medical, dental, and vision coverage
prescription drug coverage
health care flexible spending
dependent care flexible spending
Aflac supplemental policies
401(k) plans
generous paid time off
time off for designated paid holidays
other leaves of absence

Fulltime

Vice-President - Senior Credit Analyst

The ICM Senior Credit Analyst will lead the evaluation and ongoing management of...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

CA, CFA, or MBA (Finance) with 10–13 years of experience in credit risk, corporate lending, or financial research
Exceptional experience with the internal Policies, Standards, Procedures, Templates
Ability to analyze and evaluate financial statements and business plans, across a range of industrial sectors and form independent opinions on credit and emerging risks
Proficient knowledge of corporate and debt structuring, with a particular understanding of bank loan documentation
Good understanding of risk profiles of all credit products
Advanced credit analysis and corporate financial modeling
Risk assessment and quantitative analysis experience
Ability to build and maintain relationships and communication skills, both written and verbally
Ability to work autonomously, as well make meaningful contributions as part of a team
Project management skills, with a focus on Information System implementation

Job Responsibility

Lead comprehensive credit assessments, valuations, and rating assignments for complex or large exposures
Independently prepare financial models and company valuations using most appropriate methods (DCF, SOTP, Project finance, comparable company analysis, precedent transactions, etc.)
Assess liquidity, debt capacity and other areas of financial and operating performance to evaluate areas of weakness and potential for turnaround, which is measured by setting and monitoring appropriate classification triggers
Model companies' financial position to assess appropriate debt structure and accurate debt value using the most appropriate valuation methodology
Oversee and review credit papers, ensuring analytical rigor and compliance with policy standards
Monitor portfolio performance and conduct early warning analyses
Guide stress testing, sector review initiatives, and internal risk assessments
Participate in or lead credit review committees and provide insights on deal structuring and documentation
Mentor and review work of analysts across levels to maintain output quality and consistency
Ensure adherence to credit governance, internal control, and audit standards

What we offer

Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Access to an array of learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities in which they live and work

Fulltime