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Citi Markets Markets Quantitative Analysis MQA Credit Quant Analyst Hong Kong


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Citi Markets Markets Quantitative Analysis MQA Credit Quant Analyst Hong Kong

Intermediate (3-6 years)


Technical Skills

  • C++
  • Computer Programming
  • Credit Derivatives
  • Derivatives
  • Equities
  • FX
  • Mathematics
  • Python
  • Quantitative Finance
  • Sales
  • Statistics
  • Stress testing
  • Trading Systems
  • Valuation

Job Description

Citi Markets Markets Quantitative Analysis MQA Credit Quant Analyst Hong Kong

Location: APAC-HKG-Hong Kong-Hong Kong

Business Overview:

  • Credit derivatives quant role based in HK. Develop and maintain existing models and design new models, including some product migration models. Justify the model assumptions/constraints and assess their impacts to the valuation and risk by performing sensitivity analysis and stress testing on models as required. Validate the implementation of the model in library, risk engines, or trading systems.

Key Responsibilities:

  • The candidate will report to the regional head of the Credit derivatives quant group
  • The candidate will work closely with senior exotic and flow credit derivative traders, structurers and sales people to develop models and risk measures
  • The candidate will participate fully in the development of the modeling capabilities of the credit derivatives franchise, with opportunities to contribute on a regional and global basis
  • The candidate will be very closely involved with the trading desks and enhancing their businesses



  • Prior experience in a quant role (up to 3 years) favoured. However candidates able to demonstrate an interest and knowledge of mathematical finance, derivative pricing models and numerical techniques for derivative valuation will be considered.


  • Strong quantitative background
  • Programming skills (C++, Python)
  • Strong teamwork capability
  • Knowledge of derivatives models (Credit, Rates, Equity, FX…) and financial markets


  • PhD/ Master in Mathematics / Physics / Statistics or related subjects
  • Competencies:
  • Demonstrates an appreciation of a diverse workforce.
  • Appreciate differences in style or perspective and use differences to add value to decisions or actions and organizational success
Employment TypeFull-time
Career LevelIntermediate (3-6 years)
Education LevelMaster
CitibankFinancial Services, Retail and Commercial Banking

50/F, Champion Tower 3 Garden Road Central, Hong Kong

directions_walk12 mins walk from Admiralty Station