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

Citi • New York, NY

1d • Onsite

About The Position

Within Citi's Markets business, our Markets Quantitative Analytics team plays a critical role in developing cutting-edge quantitative models and analytical tools that drive our trading strategies and risk management frameworks. This team provides the intellectual capital and innovative solutions essential for navigating complex financial markets and delivering superior outcomes for our clients. We are seeking a highly skilled and experienced Vice President to join our Equities Central Risk Book (CRB) Quantitative Analyst team in New York. 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.

Requirements

• Strong background in mathematical finance and statistical analysis.
• At least two years of experience in the quantitative aspects of algorithmic trading, with preference for direct experience in Equities and the automated management of portfolio risk.
• Strong technical programming proficiency in languages such as Q/KDB and Python.
• Solid knowledge of pricing, risk models, statistical analysis, and portfolio management.
• Proven track record in delivering production-ready projects in a quantitative finance setting.
• Demonstrated keen interest and understanding of financial markets.
• Knowledge of market microstructure.
• Strong teamwork capabilities and the ability to consistently demonstrate clear and concise written and verbal communication skills.

Nice To Haves

• Direct experience in Equities and the automated management of portfolio risk.

Responsibilities

• Develop tools, systematic trading models, alpha signals, and risk measures for the Equities Central Risk Book.
• Contribute significantly to the development and enhancement of algorithmic portfolio management systems, focusing on balancing risk, transaction costs, tracking error, and expected returns of trading books.
• Collaborate very closely with the trading desk to enhance the business via the strategic development of modeling, risk, systematic liquidity facilitation, and trading infrastructure.
• Analyze historical data, build mathematical models, and conduct back-tests and simulations using available internal and external trade, quote, and execution data sets.
• Undertake substantial coding in a daily capacity to programmatically analyze, test, and implement models.
• Work effectively within a team consisting of traders, quantitative analysts, and technologists to achieve business objectives.

Benefits

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

What This Job Offers

• Job Type: Full-time
• Career Level: Executive