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Citi Markets Quantitative Analysis MQA Quantitative Analyst VP

Citibank

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Citi Markets Quantitative Analysis MQA Quantitative Analyst VP

Full-time
Intermediate (3-6 years)

Posted 

Technical Skills

  • Algorithmic Trading
  • Algorithms
  • C++
  • Costing
  • Equities
  • Mathematics
  • Portfolio Management
  • Python
  • Quantitative Finance
  • Statistical Analysis
  • Statistics

Job Description

Citi Markets Quantitative Analysis MQA Quantitative Analyst VP

Location: APAC-HKG-Hong Kong-Hong Kong

Vice President level Quantitative Analyst to join the Equity Quantitative Analysis group and work on the algorithmic portfolio management system used to manage the Central Risk book.

The Central Risk team within Equity Quantitative Analysis team creates, implements, and supports the models and systems used to trade the Central Risk equity portfolio. As part of the front office, the team supports the trading business in all quantitative aspects relating to Central Risk. 

Responsibilities:

  • This candidate will report to the global head of the Equity Central Risk quant group
  • The candidate will be the quantitative leader for the Central Risk team in Asia
  • The candidate will work closely with local equity traders to develop tools, models, and risk measures
  • This candidate will contribute significantly to the development of the algorithmic portfolio management system used to balance the risk, transaction costs, and expected return of the Central Risk trading book both on a regional and global basis
  • The candidate will be very closely involved with the trading desk and enhance their businesses via the strategic development of the modelling, risk, and trading infrastructure

Qualifications

  • Strong background in mathematical finance and statistical analysis is required
  • At least four 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
  • PhD/ Master in Maths / Physics / Statistics or related subjects
  • Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organizational success
  • Show keen interest in the financial markets
  • Strong teamwork capability
  • Strong technical programming (C++, Python, KDB Q)
  • Knowledge of risk models and statistical analysis
  • Track record in delivering production projects
  • Ability to organize and lead teams preferable

Employment TypeFull-time
Career LevelIntermediate (3-6 years)
Education LevelMaster
LanguageEnglish
CitibankFinancial Services, Retail and Commercial Banking

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

directions_walk12 mins walk from Admiralty Station