The Quantitative Analyst serves as a strategic technical authority responsible for developing analytics libraries used for pricing and risk management within the trading business
Job Summary
The Quantitative Analyst serves as a strategic technical authority responsible for developing analytics libraries used for pricing and risk management within the trading business.
Candidates must leverage advanced mathematical methods including Monte Carlo simulations and partial differential equation solvers to build robust pricing models for complex financial instruments.
The role requires close collaboration with traders, technology professionals, and control functions like Legal and Compliance to ensure appropriate governance and ethical business practices.
Matching Summary
The Quantitative Analyst serves as a strategic technical authority responsible for developing analytics libraries used for pricing and risk management within the trading business.
Skills & Requirements
Must-have
C# .Net programming skills
SQL database expertise
C++ STL development
Monte Carlo simulation methods
Partial differential equation solvers
Mathematical finance modeling
Statistical probability calculations
Nice-to-have
Strong communication and diplomacy
Experience with hardware acceleration
Knowledge of kdb and Python
Object-oriented software design
Collaboration with traders and structurers
Understanding of compliance governance
Ethical judgment in business decisions
Key Requirements
6-10 years of quantitative modeling experience
Bachelor's degree required; Master's preferred
Must possess product knowledge in investments
Adherence to Citi Code of Conduct
Obtain required professional registrations/licenses