MQA – Credit Algorithmic Market making Quant - VP level

In Markets Quantitative Analysis (MQA), we hire strategic professionals who stay abreast of developments within their own field. Being intellectually curious, they contribute to the firm’s directional strategy by being proactive and forward-thinking. Quant analysts are the recognized technical authority for an area within the business. They strive to implement thorough solutions that affect the overall performance of their asset class.

In this specific role, you will be designing data-driven trading strategies in credit algo trading. This is a fast-paced ever-evolving front-office environment that requires meticulous planning and delivery. As such, you will need effective communication skills to tactfully influence and convince partners. In addition to the prerequisite quantitative skills, a strong business acumen is required to be able to translate business problems into quantitative ones.

If you meet the qualifications, we want to hear from you! You’ll be joining a highly collaborative and supportive team in MQA, promoting a transparent and meritocratic work culture. Our innovative and entrepreneurial spirit has been celebrated in the MQA-wise innovation forum every year since inception. At the same time, we are pragmatic and results-oriented as we know that our impact can only be measured in the P&L that we help generate.

Responsibilities:

• As part of the Spread Products quant team, work closely with Quant Traders, Sales and Technology professionals in Spread Products with a primary focus in the credit space to build analytics and processes that enhance the way we service clients

• Create, implement, and support quantitative models for the credit electronic trading business leveraging a combination of meticulous data analysis, traditional statistical reasoning, and advanced machine learning techniques

• Diligently architect and manage the evolution of the code base, including collaborating with other teams to maximize scale and leverage across the organization

Qualifications:

• Demonstrated experience applying statistical and/or machine learning techniques in financial markets

• Strong technical/programming skills using advanced object-oriented designs and highly-performing coding algorithms: Python, SQL desired. kdb+/q, C++, C#, Java and JavaScript are nice to have

• Sound asset class pricing fundamentals for one of the following: fixed income (preferred), equities, FX, or commodities

• Proficiency in macroeconomic fundamentals and electronic market microstructure

• Extreme attention to details and genuine interest in gaining intimacy with the different quant trading datasets. Ability to manipulate and analyze complex, large scale, high dimensional data from varying sources

• Clear and concise written and verbal communication skills. Ability to communicate complex problems to the relevant stakeholders

• 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector

Education:

• Master’s/PhD degree in a quantitative field preferred

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

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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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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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