MQA - Structured Product Quantitative Analyst - VP/Director

Posted on Dec 10, 2018 by Citi-US

New York, NY 10001
Professional/Technical Services
3 Dec 2018
Annual Salary
Full-Time
  • Primary Location: United States,New York,New York
  • Education: Bachelor's Degree
  • Job Function: Trading
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID:


Description

About Citi
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citi's Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

The team is responsible for development, testing, and maintenance of prepayment and default models for RMBS and other structured products in US and abroad.

Qualifications

  • Strong quantitative skills with a degree in mathematics, computer science, engineering or a related field.
  • Strong computer skills including knowledge of C++, python, and some scripting languages a must.
  • Experience working with large datasets, including knowledge of SQL and database architecture.
  • Understanding of structured products such as RMBS, CMBS, and ABS.
MQA - Structured Product Quantitative Analyst - VP/Director

Reference: 598336832