Credit Quantitative Analyst/Data Scientist

Key Skills

JavaScript, Python Programming, C++, SQL, Data Analytics, Data Modelling

Job Description

Responsibilities:

• As part of the Credit FinTech quant team, work closely with Traders, Sales and Technology professionals in Global Spread Products with a primary focus in the credit space to build analytics and processes that enhance the way we service clients
• Create, implement, and support quantitative models for the credit trading business leveraging a combination of meticulous data analysis, traditional statistical reasoning, and advanced machine learning techniques
• Diligently architect and manage the evolution of the code base, including collaborating with other teams to maximize scale and leverage across the organization

Qualifications:

• 5-7 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector
• Demonstrated experience applying statistical and/or machine learning techniques in the financial industry
• Strong technical/programming skills: Python, SQL, kdb+/q desired. C++ and JavaScript are nice to have
• Experience building visualization tools using Angular or React. Altair Panopticon knowledge is a plus
• Extreme attention to details and genuine interest in gaining intimacy with the different trading datasets. Ability to manipulate and analyze complex, large scale, high dimensional data from varying sources
• Clear and concise written and verbal communication skills. Ability to communicate complex problems to the relevant stakeholders

Education:

• Master’s/PhD degree in a quantitative field

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.