Equities Central Risk Book (crb) Quantitative Analyst - Vice President

Citi Handlowy

New York, New York, United States
Base: $175,000.00 - $250,000.00; bonus/equity: dis...
Systematic trading models
Algorithmic portfolio management
Q/kdb and python programming
Contribute to the development and enhancement of systematic trading models, alpha signals, and risk measures within our algorithmic portfolio management systems

Job Summary

  • Contribute to the development and enhancement of systematic trading models, alpha signals, and risk measures within our algorithmic portfolio management systems.
  • Collaborate very closely with the trading desk to enhance the business via the strategic development of modeling, risk, systematic liquidity facilitation, and trading infrastructure.
  • You will have access to a wealth of professional development opportunities, allowing you to continuously enhance your knowledge and advance your career within a leading global financial institution.

Matching Summary

Contribute to the development and enhancement of systematic trading models, alpha signals, and risk measures within our algorithmic portfolio management systems.

Salary

Base: $175,000.00 - $250,000.00; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.

Skills & Requirements

Must-have

  • systematic trading models
  • algorithmic portfolio management
  • Q/KDB and Python programming
  • pricing and risk models
  • market microstructure knowledge

Nice-to-have

  • keen interest in financial markets
  • clear and concise communication

Key Requirements

  • Master's degree in Mathematics, Physics, Statistics, or related
  • At least two years of quantitative algorithmic trading experience
  • Direct experience in Equities and automated portfolio risk management preferred

Work Rights

Not specified

Tailored Resume

Cover Letter