The hire will be part of the Equities Quant team and work closely with equity traders to develop tools, systematic trading models, alpha signals and risk measures. The hire will contribute significantly to the development and enhancement of the algorithmic portfolio management systems used to balance the risk, transaction costs, tracking error and expected return of the trading books. The role involves working very closely with the trading desk and enhance their businesses via the strategic development of the modeling, risk, systematic liquidity facilitation, and trading infrastructure. A successful candidate will have prior experience building trading and risk management platforms, alpha signals, pre-, intra-, and post-trade analytics tools, and will also possess familiarity with execution algorithms. A working knowledge of market microstructure and algorithmic trading strategies is a plus. On a day-to-day basis, the role involves analyzing historical data, building mathematical models, and running back-tests and simulations using available internal and external trade, quote, and execution data sets. A substantial amount of coding is necessary on a daily basis in order to programmatically analyze, test, and implement models. The candidate will work with a team consisting of traders, quantitative analysts, and technologists. A degree in science, engineering or mathematics is required. **Qualifications:** · Strong background in mathematical finance and statistical analysis is required. · At least two years of experience in the quantitative aspects of algorithmic trading is required with preference given to those with direct experience in Equities and the automated management of portfolio risk. · Strong technical programming ( Q/KDB, Python, C++). · Knowledge of pricing, risk models and statistical analysis and portfolio management. · Track record in delivering production projects. · Show keen interest in the financial markets. · Strong team work capability. · Consistently demonstrates clear and concise written and verbal communication skills · **Education:** · Masters in Maths / Physics / Statistics or related subjects 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 Full Time Salary Range:** $175,000.00 - $250,000.00 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:** Sep 18, 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.