Jobs

Credit Algo Quantitative Analyst, VP


Job details
  • Citigroup Inc.
  • London
  • 1 week ago

Citi is looking to hire a Credit Algo Quant to sit within Citi’s European Credit Algorithmic Market Making Business, which spans across Single Line Bond Request for Quotes (RFQs), Automated Market Making, Portfolio Trading, Fixed Income ETF Market Making Credit and Rates, as well as Fixed Income ETF Creation Redemption Credit and Rates.

Do you have the following skills, experience and drive to succeed in this role Find out below.The successful candidate will play a key role in the continued build-out of our algorithmic and systematic trading capabilities. He will work with a team of 5+ quantitative analysts, 3 traders, and key stakeholders to continue the growth of the business and expansion to EM.Key Responsibilities

The desk has a start-up culture where idea generation and entrepreneurship are highly valued. If you enjoy continuous learning in a highly dynamic market and taking full ownership for quant, technical, and business aspects, then this role provides a lot of opportunities for you to contribute from the ground-up.Some key responsibilities include:Help design, implement, and maintain the market making algorithms and automated-response systems and further expand to EM.Run statistical analysis and perform back-testing on large datasets.Ad hoc data science and ML/AI projects.Development and maintenance of in-house python and q libraries.Knowledge/Experience/Skills

Most importantly, the candidate should be creative, entrepreneurial, and enjoy taking ownership of a project from start to finish.Candidate should have experience and training in one or more of the following areas: financial engineering, machine learning, portfolio optimization and optimization theory, and/or algo pricing/market making.Strong programming skills in python are required. Proficiency in KDB/q and SQL is a plus.Highly technical role; experience and/or training in data science and statistical modeling are required.The desk is closely integrated between traders, quants, and technologists and provides exposure to all aspects of the business. Business intuition and communication skills must be strong.The candidate must be practically minded.Qualifications

PhD. or M.A./M.S. in a quantitative discipline such as computer science, physics, engineering, or financial engineering is required.Job Family Group:

Institutional TradingJob Family:

Quantitative AnalysisTime Type:

Full timeCiti is an equal opportunity and affirmative action employer. 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.Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review

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