e.g. job, company, title
e.g. city, county or postcode
advanced search »

Flow Quantitative Analyst

Location:
London
Company:
Citigroup

Description

The Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.

Responsibilities:

  • Develop quantitative models for Institutional Equities Trading Platforms to facilitate effective Volatility Modeling and Risk Hedging.

  • Utilize statistical analysis including Data Mining and Reinforcement Learning methods to design and calibrate pricing and hedging models for Equities Trading.

  • Execute statistical analysis and perform back-testing to provide insight on trading flows.

  • Work closely with trading desks to analyze hedging performance on pre- and post-trade basis and to advise regarding business risk.

  • Collaborate with Technology on business requirements specifications, integration between platforms and quantitative models, and testing of trading systems. Serve as an equity derivatives model expert to provide guidance and documentation to trading and risk teams across the firm.


Qualifications:

  • Minimum of Bachelor’s degree in Statistics, Mathematics, Financial Engineering or closely related quantitative field and two (2) years of experience implementing quantitative or statistical models. 2 years of experience must include: Implementing quantitative or statistical models using C++ or Python; Mathematics and optimization theory; Linear algebra, probability, real and complex analysis, and time series analysis; Performing statistical analysis, including likelihood estimation, hypothesis testing, principal component analysis, advanced data mining techniques, and data visualization on large datasets; Technical writing in support of model development, documentation and evaluation using Latex; and Communicating mathematical and statistical concepts to non-technical audiences.


Education:

  • Bachelor’s/University degree, PhD degree preferred


This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

-------------------------------------------------

Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - GB

------------------------------------------------------

Time Type :

------------------------------------------------------

Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities.

*