Citigroup Global Markets Inc. seeks an AVP Quantitative Analyst for its New York, New York location. Duties: Develop analytics libraries used for pricing and risk-management. Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability. Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers. Collaborate closely with Traders, Structurers, and technology professionals. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure. Build a culture of responsible finance, good governance and supervision, expense discipline and ethics. Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation. Be familiar with and adhere to Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same. Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols. Requirements: Requires a Master’s degree in Mathematics, Engineering, Mathematical Finance, Financial Engineering or related quantitative field and 2 years of experience as a Quantitative Analyst, Quantitative Researcher, Data Scientist, Software Engineer, Modeling/Forecasting Senior Analyst, Risk Associate, or related position working for a global financial institution. 2 years of experience must include: Prototype and implement quantitative models using Python; Data Analysis using Machine Learning for large financial datasets to derive pre-trade and post-trade analytics such as default probabilities for credit issuers; and Performing time series analysis to identify relative value signals between different fixed income instruments or forecasting future revenue. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID # 24740000. EO Employer. Wage Range: $175,000 to $175,000 Job Family Group: Institutional Trading Job Family: Quantitative Analysis ------------------------------------------------------ **Job Family Group:** ------------------------------------------------------ **Job Family:** ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ **Primary Location:** New York New York United States ------------------------------------------------------ **Primary Location Full Time Salary Range:** In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------ **Anticipated Posting Close Date:** Jul 26, 2024 ------------------------------------------------------ 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.