MQA – Options Marketing Making/Equity Derivatives Quant - VP

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MQA – Options Marketing Making/Equity Derivatives Quant - VP-18072699
Description
 

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.

 

Citi’s Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients’ and the public’s trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

 

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

 

Business Overview:

 

Citi's Equity Division seeks a Quantitative Analyst for its North American Equity Derivatives desk. The division includes OMM, a global electronic trading business that quotes and trades options on listed exchanges.

 

Key Responsibilities:

 

The candidate will work closely with quants, traders and developers with the following responsibilities:

  • Develop the automated market-making platform
  • Drive improvements in the trading algorithms and system
  • Generate and execute ideas to improve business performance
  • Contribute to advanced analytics infrastructure and tools

Qualifications
 

Knowledge/Experience:

 

The ideal candidate would have worked previously in a quantitative/modeling/analytics capacity with minimum 5 years relevant experience. Financial industry experience with an automated/algorithmic focus desirable. Preference will be given to those with Equity Derivatives experience and knowledge of market micro-structure.

 

Skills/Competencies:

  • Strong skills in mathematical/statistical analysis and modeling

  • Good technology skills with a proven track record of producing production-quality code

  • Significant experience in key languages (C++, C#, Java, Python, kdb, SQL)

  • Strong interpersonal and communication skills (verbal and written)

  • Team player

  • Ability to work in a fast paced environment

Qualifications:

  • Applicable licenses: Series 7, 63

  • A BS, MS or PhD degree from a top tier academic institution in a quantitative or technical field

  EEO Statement: Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity  Pay Transparency: Citi won’t discriminate against anyone for discussing pay, but those with access to pay data in their work can’t disclose it unless responding to complaints/investigations or legal requirements.



28 April 2019
Location: United States United States
Work type:
Full time
Sector:
Banking and Financial Services
Profession:
Other
PLEASE! No enquiries from Recruitment Agencies or Headhunters.

Only direct applications will be considered.

This career opportunity is no longer open.
Please search for current vacancies here.


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