Job Information
Citigroup MQA- Conduct Risk Quantitative Analysis - AVP in New York, New York
The Quantitative Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits. Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.
Key Responsibilities
Development, testing, documentation, support and enhancement of analytics for conduct risk detection
Stay informed regarding latest conduct related events and regulatory developments
Keep up to date with developments in data led analytics approaches
Qualifications/Skills/Knowledge
Applicants should have
A degree in a quantitative discipline
Very strong quantitative capabilities in maths, probability, stats and data science
The ability to write high quality code (Python preferred) and SQL queries
An interest in understanding the detailed nuts and bolts of trading processes and types of market participants across all asset classes by working alongside experienced traders
Excellent communication, interpersonal and organisational skills
Self-motivated, with a strong desire to learn and work independently
Superior attention to detail and level of accuracy
An ability to manage personal workload and agenda independently but in alignment with the priorities of a broader project
In addition to the above it would be advantageous to have
A Masters or PhD in a quantitative discipline
Experience in financial services or analytics development
Knowledge of financial markets, products, processes and types of market participants
Experience of working with large data sets and associated AI/ML methods
Experience of contributing to a collaboratively developed codebase and understanding of associated processes and tools
Experience of writing clear and precise technical documentation in English using mathematical notation
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Job Family Group:
Institutional Trading
Job Family:
Quantitative Analysis
Time Type:
Full time
Primary Location:
New York New York United States
Primary Location Salary Range:
$150,000.00 - $175,000.00
Citi 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 Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .
View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf) .
View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo_aa_policy.pdf) .
View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
Citigroup
-
- Citigroup Jobs