Financial Data Analyst

1 week ago


New York, New York, United States Citigroup Inc Full time
About the Role

Citigroup Inc. is seeking a highly skilled Quantitative Analyst to join its team in a dynamic and collaborative work environment.

Key Responsibilities
  • Develop and implement advanced analytical models for pricing securities and risk management across various Fixed Income and Equity products.
  • Design and develop optimization and calibration schemes in C++ and Python based on historical time series or current market prices.
  • Research and implement mathematical derivations of pricing models for equity and cross-asset products.
  • Write and perform unit tests and regression tests for newly developed pricing and risk models.
Requirements
  • Masters degree in Mathematics, Computer Science, Physics, Financial Engineering, or a related field.
  • Three years of experience in the job offered or a related occupation in the financial services industry.
  • Experience in utilizing financial mathematics to design models and perform research into models and markets.
  • Programming skills in C++, C#, Python, and VBA.
  • Experience working with multi-asset products, including interest rate, credit, FX, equity, and commodities.
What We Offer
  • A competitive salary range of $200,000 to $250,000.
  • A comprehensive benefits package, including medical, dental, and vision coverage, 401(k), and life insurance.
  • A dynamic and collaborative work environment.
About Citigroup Inc.

Citigroup Inc. is a leading financial services company that provides a wide range of financial products and services to individuals, corporations, and governments around the world.

We are committed to diversity and inclusion and are an equal opportunity employer.



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