Systematic Quantitative Analyst

New York New York United Stateshybridmid

Posted today · via Workday

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About this role

Citigroup Global Markets Inc. seeks a Systematic Quantitative Analyst - Director for its New York, New York location. Duties: Build algorithms for the live pricing of fixed income instruments. Build trade execution algorithms. Develop automated and semi-automated quantitative strategies used by trading professionals to price and quote fixed-income instruments for clients. Build configure and use yield curves to price fixed-income instruments such as bonds, swaps, futures, forward rate agreements (FRAs). Assess the performance of the above models by running back-tests and simulations, and create reports to monitor ongoing performance. Research, implement and maintain predictors for various financial quantities involved in trading (prices, volumes, volatility, bid-ask spreads).…

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What we'd score you on

reqspace match rubric

Five dimensions, recruiter-grade. Upload your resume and we'll generate a written explanation of where you fit and where the gaps are.

Skills match

For this role: python, java, c++, c#, sql…

Level fit

This role is mid-level. We check your trajectory against it.

Domain experience

Your work in the role's domain matters more than your years total. We weight recent and direct experience.

Recency

A skill you used last quarter weighs more than one from five years ago. We grade on recency, not lifetime.

Location fit

This role is based in New York New York United States. We weight your proximity and willingness to relocate.

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Free · no card · written explanation included

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Skills in this role

Pulled from the job description. These are the keywords we'll weight when scoring your fit.

pythonjavac++c#sql.net

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