Full-timeFinance & accounting· Posted 2 Mar

Markets - Quantitative Analyst

CitiFrom company site

Salary

Not stated by the company

When

Full-time hours

Where

Singapore

Apply on company site

How well do you match? Check in 10 seconds →

Free with a WorkJio account: we compare your profile with this job and show what you already meet.

Share with a friend

Start: Not stated
Work mode: On-site
Experience: Experienced

About the role

A strategic quantitative role within a markets trading business, focused on pricing and risk analytics. You will work alongside traders, structurers and technology teams, and the position suits an experienced quantitative professional with strong programming and mathematical finance skills.

What you'll do

Develop analytics libraries for pricing and risk management
Build, implement and support quantitative models for the trading business
Apply mathematical and computer science methods and tools, including hardware acceleration, advanced calculus, C++ with STL, C#, .NET, Java, object oriented design, Python, kdb, SQL, mathematical finance, statistics and probability
Develop pricing models using numerical techniques such as Monte Carlo methods and partial differential equation solvers

Know someone for this? Share it

WhatsApp Telegram Facebook LinkedIn

Collaborate closely with traders, structurers and technology professionals

Partner with control functions including Legal, Compliance, Market and Credit Risk, Audit and Finance to maintain governance and control

Promote responsible finance, good governance, supervision, expense discipline and ethics

Assess risk and reward of transactions when making business decisions

Follow the firm's Code of Conduct and Plan of Supervision for Global Markets and Securities Services

Adhere to role-specific policies and procedures, and obtain and maintain required registrations and licences within set timeframes

Good to know

Full time position based in Singapore
Bachelor's degree required, Master's degree preferred
6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
Technical and programming skills required: C# .NET, SQL and C++
Exposure to market data, statistics and probability-based calculations
Product knowledge in Investments and Quantitative Methods required
Clear and concise written and verbal communication skills
Familiarity with Risk Management and Pricing Systems used by Equity Derivative Traders

Requirements

6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
Technical and programming skills in C# .NET, SQL and C++
Exposure to market data
Statistics and probability-based calculations
Using probability theory to evaluate risks of complex financial instruments
Solving analytical equations and designing numerical schemes

Apply on the company website

You will leave WorkJio. Never pay a fee or share your Singpass password, OTP or bank log-ins to apply.

Open application

Listed from Citi’s own careers page and not yet verified by WorkJio. You apply on the company’s site. See all their roles.

Is this your company? Roles that show a salary rank higher on WorkJio. Claim or remove this listing

Markets - Quantitative Analyst

About the role

What you'll do

Good to know

Requirements

More jobs like this

Portfolio Manager, Fixed Income

Senior Relationship Manager, International Clients

Research Analyst/ Associate/ Fellow in Financial Valuation and Analysis

Senior Manager, Group Finance

Finance Business Partner

Financial Analyst