Quantitative Analyst
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About The Position
Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location. The role involves documenting trading models including the model validation process, interacting with risk and compliance teams to build a safe framework for automated market making, and building automated pricing capabilities for portfolio trading in spread products. The analyst will be responsible for the development and enhancement of mathematical models to automatically price and trade spread products including Corporate Bonds and Credit ETF. Additionally, the role requires generating original ideas on potential production usage of data sources including noisy financial time series data and unstructured data. The analyst will utilize Python and kdb+/Q to program, test, implement, and release updated algorithms for live trading, review code development of junior employees, and manage relationships with business leaders and Information Technology teams to decide on strategic goals and priorities. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.
