Credit Quantitative Analyst

Citigroup

New York, New York, United States
Base: $175,000.00 - $250,000.00; bonus/equity: dis...
On-site
Expert-level c++ programming skills
Strong python proficiency for analytics
Deep understanding of stochastic calculus
This role is crucial for supporting market-making capabilities in new and innovative credit structures at Citigroup

Job Summary

  • This role is crucial for supporting market-making capabilities in new and innovative credit structures at Citigroup.
  • The successful candidate will design, develop, and implement sophisticated mathematical models within the firm's C++ quantitative library.
  • Citi offers competitive benefits including medical, dental, vision coverage, 401(k), life insurance, and paid time off packages.

Matching Summary

This role is crucial for supporting market-making capabilities in new and innovative credit structures at Citigroup.

Salary

Base: $175,000.00 - $250,000.00; Bonus/Equity: Discretionary and formulaic incentive and retention awards available; Benefits: Medical, dental, vision, 401(k), life, accident, disability insurance, wellness programs, and paid time off

Skills & Requirements

Must-have

  • Expert-level C++ programming skills
  • Strong Python proficiency for analytics
  • Deep understanding of stochastic calculus
  • Fixed income products knowledge
  • Numerical methods for financial instruments

Nice-to-have

  • Clear communication with diverse audiences
  • Team player mindset
  • Experience in innovative credit structures
  • Ability to explain complex concepts

Key Requirements

  • Master's degree or higher in quantitative field
  • 4-5 years of experience in quantitative modeling
  • Focus on Fixed Income Products and Markets

Work Rights

Not specified

Tailored Resume

Cover Letter