Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location.

　　Duties: Design, implement and maintain quantitative market making models and pricing systems of client request-for-quotes inquiries for traded fixed income products utilizing knowledge of complex mathematical models and spread products. Develop and enhance mathematical models to automatically price and trade spread products. Perform quantitative research on trading strategies and utilize Bayesian Analysis, stochastic filtering, time series analysis, and advanced statistical machine learning techniques to create and improve trading models and algorithms. Analyze potential production usage of various data sources, including noisy financial time series data, and unstructured data. Utilize Python, kdb+/Q, R, Sql to program, test, implement and release updated algorithms. Take ownership of key projects with direct business impacts and work cross-functionally to determine requirements and build trading models. Produce required documentation to evidence model development or validation. Stay abreast of industry challenges and new and innovative modeling techniques to solve business problems or enhance business capabilities. Provide solutions to business needs and analyze workflow processes to make recommendations for process improvement in risk management. Understand business needs and provide solutions to management and fellow employees. Remote work may be permitted within a commutable distance from the worksite, in accordance with Citi policy.

　　Requirements: Master’s degree, or foreign equivalent, in Mathematics, Statistics, Financial Engineering, or a related field, and two (2) years of experience in the job offered, as a Statistician, Quantitative Associate, or in a related occupation. Employer will accept pre- or post- Master’s degree experience. Two (2) years of experience must include: Building models for live market data analysis, market making or alpha signals generation using statistical and machine learning tools including Pandas and Scikit-Learn in the financial service industry; Writing Python, R and SQL codes for data manipulation and analytics; Working with financial marketplace data, including loans, mortgage, credit and munis; Manipulating intraday/interday data from financial market/industry in any asset class for analysis, visualization and model building; Participating in the process of releasing models into robust production environments including developing, testing, implementing, monitoring performance and interaction with trading, technology and support teams; Documenting and presenting mathematical, statistical and stochastic models; Testing results including performance, sensitivity, stability and stress tests to take them through the model development and validation cycle; Using sophisticated statistical and stochastic models for time series data analysis; and Developing, testing and implementing machine learning models for data analytics and forecasting in a corporate environment. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/ or by email to Citigroup Recruiting Dept. at [email protected] . Please reference Job ID# 23716090 . EO Employer.

　　Wage Range: $175,000 - $175,000/year

　　Job Family Group: Quantitative Analysis

　　Job Family: Institutional Trading

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　　Job Family:

　　Time Type:

　　Full time

　　Primary Location:

　　New York New York United States

　　Primary Location Salary Range:

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