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

Citi

New York, New York, United States
Base: $175,000.00 - $250,000.00; bonus/equity: dis...
Systematic trading models
Alpha signals
Risk measures
This pivotal role involves contributing to the development and enhancement of systematic trading models, alpha signals, and risk measures within our algorithmic portfolio management systems

Job Summary

  • This pivotal role involves contributing to the development and enhancement of systematic trading models, alpha signals, and risk measures within our algorithmic portfolio management systems.
  • The successful candidate will have a direct impact on balancing risk, managing transaction costs, and optimizing expected returns for our trading books.
  • This is an exciting opportunity to work at the forefront of quantitative finance, collaborating closely with trading desks to strategically advance our modeling, risk, systematic liquidity facilitation, and trading infrastructure.

Matching Summary

This pivotal role involves contributing 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
  • alpha signals
  • risk measures
  • algorithmic portfolio management
  • Q/KDB and Python proficiency
  • market microstructure knowledge

Nice-to-have

  • intellectual capital
  • innovative solutions
  • superior outcomes
  • collaboration with trading desks
  • teamwork capabilities

Key Requirements

  • At least two years of experience
  • Master's degree in quantitative field
  • Production-ready projects track record

Work Rights

Not specified

Tailored Resume

Cover Letter