【シティグループ】Rates Quantitative Analyst
仕事内容
Responsibilities:
Develop analytics libraries used for pricing and risk-management
Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, object oriented software design, Python, JavaScript, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability
Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers
Collaborate closely with Traders, Structurers, and technology professionals.
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
Adhere to all policies and procedures as defined by your role which will be communicated to you
Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
応募資格(必須経験など)
Qualifications:
6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
Must have technical/programming skills; C++ and Python Exposure to Market Data; Statistics and Probability based calculations; Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
Must also possess any level of product knowledge, Investments and Quantitative Methods
Consistently demonstrates clear and concise written and verbal communication skills