Quantitative Analyst - VP

Citigroup

New York, New York, United States
Base: $142,320.00 - $213,480.00; bonus/equity: dis...
On-site
C++ including stl and c#
Monte carlo methods and pde solvers
Mathematical finance and statistics
This role serves as a strategic professional responsible for developing analytics libraries used for pricing and risk management within the trading business

Job Summary

  • This role serves as a strategic professional responsible for developing analytics libraries used for pricing and risk management within the trading business.
  • Candidates will leverage advanced mathematical methods, including Monte Carlo simulations and partial differential equation solvers, to build robust quantitative models.
  • The position offers competitive compensation ranging from $142,320.00 to $213,480.00 along with comprehensive benefits including medical, dental, vision, and 401(k) coverage.

Matching Summary

This role serves as a strategic professional responsible for developing analytics libraries used for pricing and risk management within the trading business.

Salary

Base: $142,320.00 - $213,480.00; Bonus/Equity: Discretionary and formulaic incentive awards available; Benefits: Medical, dental, vision, 401(k), life insurance, paid time off

Skills & Requirements

Must-have

  • C++ including STL and C#
  • Monte Carlo Methods and PDE solvers
  • Mathematical finance and statistics
  • Python, kdb, and SQL proficiency
  • Object-oriented software design

Nice-to-have

  • Hardware acceleration experience
  • Strong diplomatic communication skills
  • Commercial awareness in business strategy
  • Collaboration with traders and structurers

Key Requirements

  • 6-10 years of quantitative modeling experience
  • Bachelor's degree required; Master's preferred
  • Exposure to market data and probability theory
  • Adherence to Citi Code of Conduct and regulations

Work Rights

Not specified

Tailored Resume

Cover Letter