Quantitative Analyst - Vp

Citi Handlowy

New York, New York, United States
Base: $142,320.00 - $213,480.00; bonus/equity: dis...
6-10 years quantitative modeling experience
C# .net and c++ programming skills
Monte carlo methods and pde solvers
The role involves developing analytics libraries and quantitative models for pricing and risk management within the trading business

Job Summary

  • The role involves developing analytics libraries and quantitative models for pricing and risk management within the trading business.
  • Candidates must possess strong technical skills in C#, C++, Python, and SQL to implement numerical techniques like Monte Carlo methods.
  • The position offers a competitive salary range of $142,320.00 to $213,480.00 along with comprehensive benefits including medical coverage and 401(k).

Matching Summary

The role involves developing analytics libraries and quantitative models 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

  • 6-10 years quantitative modeling experience
  • C# .NET and C++ programming skills
  • Monte Carlo methods and PDE solvers
  • SQL and kdb database knowledge
  • Financial instrument valuation expertise

Nice-to-have

  • Strong communication and diplomacy skills
  • Experience with hardware acceleration
  • Collaboration with traders and structurers
  • Understanding of responsible finance culture
  • Advanced calculus and statistics application

Key Requirements

  • Bachelor's degree required, Master's preferred
  • 6-10 years of comparable quantitative modeling experience
  • Must have technical programming proficiency in C# and C++

Work Rights

Not specified

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