Quantitative Analyst - Initial Margin, Vice President

Publix Serving (Civica)

New York, New York, United States
Base: $175,000.00 - $250,000.00; bonus/equity: not...
Hybrid
Quantitative modeling expertise
Proficiency in c++, python, r
Experience in otc derivatives pricing
This role offers the opportunity to shape model design and influence trading decisions

Job Summary

  • This role offers the opportunity to shape model design and influence trading decisions.
  • You will join a high-performing team responsible for building and enhancing models for initial margin.
  • Citi is committed to fostering an inclusive, diverse, and collaborative workplace.

Matching Summary

This role offers the opportunity to shape model design and influence trading decisions.

Salary

Base: $175,000.00 - $250,000.00; Bonus/Equity: Not specified; Benefits: Comprehensive medical, retirement, and employee benefit programs

Skills & Requirements

Must-have

  • Quantitative modeling expertise
  • Proficiency in C++, Python, R
  • Experience in OTC derivatives pricing

Nice-to-have

  • Strong communication skills
  • Ability to work in fast-paced environment
  • Team collaboration and support

Key Requirements

  • Postgraduate degree in quantitative discipline
  • Strong analytical and quantitative skills
  • Experience in risk modeling and market risk frameworks

Work Rights

Not specified

Tailored Resume

Cover Letter