Equities - Risk and Product Platform Analyst/Associate

Zoek Pin London, Greater London, England

Competitive

Permanent (Full time)

Posted 20 days ago

Equities - RISKS AND PRODUCTS PLATFORMS TEAM

Analyst / Associate

This role will be part of a newly created front-office team of quantitative product managers, focusing on the development and design of the new Equities' Risk Management and Risk Analytics platform.

Responsibilities include:

* Drive the development of a Risk Analytics platform, to analyse systematic trading strategies and signals.

* Build models to improve automated quoting and hedging of equity derivatives.

* Drive the development of cutting edge risk analytics and measures to manage the risks and analyse the PnL of the equity division, with a focus on derivatives.

* Work closely with the quant teams to develop new equity derivatives models. Identify and monitor the resulting risks.

* Identify opportunities to innovate and automate the business. Implement solutions in close co-ordination with Technology and senior stakeholders.

QUALIFICATIONS

* An advanced degree in a quantitative subject such as Engineering, Mathematics or Physics.

* Good knowledge of derivatives models.

* Strong coding skills in any OO-language, for the purpose of data analysis and prototyping of applications.

* Knowledge of (supervised) Machine Learning methods is advantageous.

* Passione about innovation, analytics and problem-solving.


Job Family Group:
Institutional Trading


Job Family:
Structuring


Time Type:
Full time


Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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