Securities Finance Quant Trader

Citi • New York, NY

1d

About The Position

Participate in daily trading activities to maximize our clients' portfolio performance. Develop and maintain relationships with borrowers to optimize securities finance opportunities. Identify and present trading opportunities to capitalize on special situations and latent holdings. Design and develop analytical applications for traders and senior management to visualize action opportunities for lending. Build predictive and computational pricing models (C# / Python) for price discovery using numerical, statistical and machine learning techniques. Facilitate research & product development for new trading markets & strategies. Exceed revenue, profitability, and return on capital targets through optimal execution and broadening client base. Interface with global business/trading, operations, technology, and client relationship teams to develop expertise of the Securities Services systems and the client analytics needs to actively contribute to the roadmap and evolution.

Requirements

• 3-5 years of experience in a comparable quantitative modeling or analytics role.
• Securities Lending, Prime Finance, or Delta One trading experience required across either equity or fixed income products.
• Technical/programming skills; Expertise with SQL, C#, R or Python and data visualization tools such as Qlikview for full stack data analysis, insight synthesis and presentation.
• Ability to multitask and work under time pressure.
• Self-motivation and entrepreneurial disposition.
• Ability to build and sustain working relationships across internal teams & external counterparties
• Strong verbal communication and quantitative analytical skills.
• Hands on problem solver, diligent, motivated by challenging projects.
• Bachelor's / University Degree required.

Nice To Haves

• Experience with developing, testing, and implementing models with large datasets using tools like SQL, Qlikview, MATLAB is a plus.
• Master's Degree in Business or Finance, or CFA preferred.

Responsibilities

• Participate in daily trading activities to maximize our clients' portfolio performance.
• Develop and maintain relationships with borrowers to optimize securities finance opportunities.
• Identify and present trading opportunities to capitalize on special situations and latent holdings.
• Design and develop analytical applications for traders and senior management to visualize action opportunities for lending.
• Build predictive and computational pricing models (C# / Python) for price discovery using numerical, statistical and machine learning techniques.
• Facilitate research & product development for new trading markets & strategies.
• Exceed revenue, profitability, and return on capital targets through optimal execution and broadening client base.
• Interface with global business/trading, operations, technology, and client relationship teams to develop expertise of the Securities Services systems and the client analytics needs to actively contribute to the roadmap and evolution.

What This Job Offers

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