Citi Global Credit Quantitative Analysis in New York, New York
Primary Location: United States,New York,New York
Education: Doctorate Degree
Job Function: Trading
Shift: Day Job
Employee Status: Regular
Travel Time: No
Job ID: 16038328
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.
Citi’s Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients’ and the public’s trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.
Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop to are widely available to all.
Global Credit Quantitative Analysis
Provide analytical support for structured credit business
• Day to Day support for the structured credit business.
• Build and analyze pricing models for credit derivatives.
• Develop the pricing and risk models and implementing them in C++.
• Work with trading desk, other members of the team, IT, risk etc.
• Data analysis and present to desk
• Develop and improve the pricing models
• Optimize the capital
Critical Success Factors:
• Good communication and presentation skills
• Come with innovative ideas of solving problems
• Challenging the status quo
• Knowledge of fixed income pricing
• 3 to 7 years in a quant role
• Ph.D in mathematical, physical sciences, engineering, financial engineering
• Fluent in Mathematical finance
• Excellent C++ programming skills
• Knowledge of Python
• Ability to work in a team and to work well under pressure
• Excellent communication
• Being able to present to traders independently