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Interest Rate Derivatives Quantitative Analyst – Vice President
| Company | Citigroup |
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| Location | New York, NY, USA |
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| Salary | $175000 – $250000 |
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| Type | Full-Time |
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| Degrees | Master’s |
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| Experience Level | Senior, Expert or higher |
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Requirements
- 6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
- Must have technical/programming skills; C++ and Python and experience developing in a large library
- Strong mathematical skills, particularly in the areas of probability theory and mathematical finance
- Consistently demonstrates clear and concise written and verbal communication skills
Responsibilities
- Develop analytics libraries used for pricing and risk-management
- 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
- Adhere to all policies and procedures as defined by your role which will be communicated to you
- 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 Citigroup, 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.
Preferred Qualifications
- Master’s degree preferred
