Credit Algorithmic Quantitative Analyst, AVP – Citi
Efinancialcareers

London
•18 hours ago
•No application
About
Discover your future at CitiWorking at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact. Job OverviewCiti is looking to hire a Credit Algo Quant to sit within Citi's European Credit Algorithmic Market Making Business which spans across Single Line Bond Request for Quotes (RFQs), Automated Market Making, Portfolio Trading, Fixed Income ETF Market Making Credit and Rates, as well as Fixed Income ETF Creation Redemption Credit and Rates. The successful candidate will play a key role in the continued build out of our algorithmic and systematic trading capabilities. He will work with a team of 5+ quantitative analysts, traders and key stakeholders to continue the growth of the business. Key Responsibilities The desk has a start-up culture where idea generation and entrepreneurship are highly valued. If you enjoy continuous learning in highly a dynamic market and taking full ownership for quant, technical, and business aspect then this role provides a lot of opportunities for to contribute from the ground-up. Some key responsibilities include: Help design, implement, and maintain the market making algorithms and automated-response systems. Run statistical analysis and perform back-testing on large datasets. Ad hoc data science and ML/AI projects. Development and maintenance of in-house python and q libraries. Knowledge/Experience/Skills Most importantly the candidate should be creative, entrepreneurial and enjoy taking ownership of a project from start to finish. Candidate should have experience and training in one or more of the following areas: financial engineering, machine learning, portfolio optimization a




