Index Analyst

Citigroup Global Markets Inc. seeks an Index Analyst for its New York, NY location.

Duties: Perform quantitative analysis for the Citi Research and Equity Unit. Create and maintain Excel spreadsheets to enable index calculations and enhance controls. Onboard new indices, including back-testing, and incorporate new processes into existing calculation frameworks. Calculate index levels and weights in accordance with index condition documents. Develop and run daily reports for internal and external parties, including Citi’s internal trading and structuring functions, clients, and calculation agents. Utilize mathematical finance expertise to create statistical models and equations. Develop models and perform daily calculations using Python programming. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

Requirements: Bachelor’s degree, or foreign equivalent, in Finance, Mathematical Finance, Applied Mathematics, Statistics, Computer Science, or a related field, and three (3) years of experience in the job offered or in a related quantitative occupation performing quantitative analysis. Three (3) years of experience, or one (1) year with a Master’s, must include: Identifying and resolving data-related issues with Python (using PyCharm or Spyder), SQL (using scripts or GUI applications), REST APIs, and MS Excel; Performing quantitative screening and research for clients from various sources including Bloomberg and Refinitiv; Utilizing MS Excel and Python to develop client reports, including current calculation details and back-testing, launch, and maintenance; Utilizing financial instruments and investigative strategies for equities and commodities to implement index calculation models meeting client and business requirements; Managing index calculations and publications on platforms (Bloomberg or Refinitiv); Troubleshooting calculation issues including reconciliation differences, restatements, and disruptions; and Onboarding new indices including setup of publication and calculation platforms, calculating historical periods, and adding to production daily/monthly calculation processes. In the alternative, employer will accept a Master’s degree and one (1) year of experience. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/.  Please reference Job ID #25847725. EO Employer.

Wage Range:                $160,000.00 to $160,000.00

Job Family Group:         Research

Job Family:                   Benchmark Administration

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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