About Citi 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.
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Description of the Position
Business Overview: Citi's Equity Division seeks an Equity Derivatives Quant for its NAM Derivative desk. This candidate will report to the regional head of the Equity quant group. The candidate will work primarily with the Delta One, Corporate, Exotic traders, structuring and sales people to develop models, risk measures and trade ideas.
Key Responsibilities: This candidate will contribute to the development of the modelling capabilities of the equity derivatives franchise, working with the NAM Equities MQA team to contribute on a regional and global basis.
Knowledge/Experience: The ideal candidate would have worked previously with trading desks to develop, manage and extend derivatives models. Further they would have "hands-on" programming experience with an object-oriented development platform preferably with C++. However industrial experience is not an absolute requirement contingent on other skills.
Strong quant modelling, knowledge of multi underlying pricing techniques, communication, & programming experience are a must.
Must have strong technology skills with a proven track record of implementing technology projects.
Strong financial mathematics skills.
Strong Data Analysis skills: Deep Learning / Statistic applied to Model Development.
Strong interpersonal and communication skills (verbal and written).
Ability to work in a fast paced environment
A PhD from a top tier academic institution in a quantitative field.
At least a Master Degree in Computer Science, Mathematics, Financial Engineering or Business with discipline in technology or mathematical field.
Internal Number: 4800484
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