Vice President Quantitative Analyst
Citi - New York, NY

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Reference Code: 13003233
Location: New York, NY, US
Education Level: Master's Degree
Description
Citigroup Global Markets Inc. seeks a Vice President, Quantitative Analyst for its New York, New York location. Duties: Design, build, validate and maintain sophisticated risk reporting systems utilizing advanced statistical analysis and modeling techniques to facilitate risk management of the company’s prime brokerage business. Integrate multiplatform libraries for OTC derivatives and exchange traded future and option products and build essential risk analytic system used to calculate the key risk statistics. Liaise with the multi-asset quantitative analysis group and front office risk managers with regard to maintenance and improvement of the risk systems. Work with the in-house technology team and third party vendors to improve quality of data feed and automated systems. Leverage advanced Value At Risk analytics to ensure the accuracy of pricing and risk data generated by the systems. Qualifications Requirements: Must have a Master's degree in Operations Research, Statistics, Math, Computational Finance or closely related quantitative field and 3 years of experience in a role involving quantitative analysis at a financial institution. Prior work experience must include: quantitative modeling using stochastic calculus, optimization and Monte Carlo simulation; creating multiplatform libraries using C++, Excel, VBA, Visual Studio; & operational knowledge of VaR and Risk analytics. Qualified applicants must submit resumes referencing job code TE/VPQA/TL to Citigroup Recruiting Department, 388 Greenwich Street, New York, NY 10013. Citigroup is an Equal Opportunity Employer. This position is eligible for incentives pursuant to Citigroup’s Employee Referral Program. Direct applicants only.

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