- Bachelor's/University degree, Master's degree preferred
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Quantitative Analyst
1 week ago
Mondrian Alpha New York, United StatesMy client, a boutique systematic hedge fund, is seeking an exceptional Quantitative Analyst (QA) / Data Analyst to join their team in New York. · The successful Quantitative Analyst (QA) / Data Analyst will be working directly with both Macro and Equity Portfolio Managers to pro ...
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Quantitative Analyst
1 week ago
Mondrian Alpha New York, United StatesMy client, a boutique systematic hedge fund, is seeking an exceptional Quantitative Analyst (QA) / Data Analyst to join their team in New York. · The successful Quantitative Analyst (QA) / Data Analyst will be working directly with both Macro and Equity Portfolio Managers to prov ...
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Quantitative Analysts
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Quantitative Analysts
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Lord Abbett & Co. Jersey City, United StatesLord Abbett & Co. seeks Quantitative Analysts · in Jersey City, New Jersey to produce performance attribution and portfolio analysis reports for client requests coming through Client Services, as well as for internal clients such as Portfolio Managers, Research Analysts, and Inv ...
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Kforce New York, United States ContractDescription · Kforce has a client that is seeking an Developer in Merrimack, NH.Essential Functions: · Developing applications using Angular as primary frontend framework for UI · Working on AWS/Azure cloud environment and proven understanding of CI/CD & DevOps · Decomposing soph ...
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Equity Quantitative Analyst
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Quantitative Analyst
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Quantitative Analyst
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RightClick LLC Defunct New York, United StatesOur client is relied upon by investors globally to oversee their investments by striving for the perfect equilibrium between risk and return. Although they are recognized for their innovative work in systemic investing, they also possess expertise in fields involving fundamental ...
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Quantitative Risk Analyst
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Quantitative Analyst
3 days ago
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Finance-Quantitative Analyst
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Lead Quantitative Analyst
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Quantitative Analyst
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Hispanic Technology Executive Council New York, United StatesWe are looking for a Quantitative Analyst to join the Markets Quantitative Analysis team in New York City. The team is primarily responsible for providing data analysis, developing quantitative models for projecting prepayment and default rates, and developing related analytics t ...
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Quantitative Analyst
4 weeks ago
Citigroup Inc New York, United StatesCitigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New York location. · Duties: Develop analytical libraries used for pricing, market analysis and risk-management for Fixed Income Market business. Develop optimization tools for calculating optimal balan ...
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Quantitative Analyst
3 weeks ago
Standard Chartered, plc New York, United StatesStrategy Working with traders, structurers, and other modellers to execute product development plans in line with business priorities. Business Awareness of the economic, market and regulatory environment in which FM operates, especially as regards m Analyst, Quantitative, Mathem ...
Quantitative Analyst - New York, NY, United States - Citi
Description
We are looking for a Quantitative Analyst to join the Markets Quantitative Analysis team in New York City. The team is primarily responsible for providing data analysis, developing quantitative models for projecting prepayment and default rates, and developing related analytics to assist trading and risk management of the securitized sectors including agency/non-agency RMBS, CMBS, and ABS. The specific role will focus on supporting the CMBS and CRE trading desk and F&S business.As a Quantitative Analyst there is a huge opportunity to learn within this role as you will be working with senior analysts and trading desks helping them develop and improve complex models, provide data analysis and trade ideas, and develop analytics to access enormous dataset to enable in-depth analysis of CMBS securities.
In this quantitative role, you will build models and analytics using C++, Python, and SQL. The Analyst will be an integral part of the trading process, where the emphasis will be on delivering intuitive models, analytics that allow in-depth data analysis of underlying loans, and providing an insightful value-added service for the trading business by generating analysis that leads to trade recommendation or identifying mispriced securities. The successful Analyst will effectively balance daily functions with numerous ad-hoc requests.
Responsibilities:
• Develop models, using C++, Python, and SQL, to price and assess risk on CMBS securities.
• Writing complex queries and build analytics to analyze enormous CMBS dataset and provide analysis, reports, and historical performance trends.
• Helping develop web applications that will allow traders to access the underlying mortgage data to perform different types of analysis and to run the models/analysis on CMBS securities.
• Reviewing, verifying, and maintaining highest quality of indicative data that feeds the models and web applications that trading business heavily rely on.
• Work with various other groups including internal risk management group, technology team, model validation group, and clients for both day-to-day issues such as running risk reports, providing data and analysis, addressing incorrect model projections and data issues, as well as longer term projects.
• Monitor CMBS market activity and provide traders with updated market news and potential impact on collateral performance and market pricing. Emphasis will also be on trade idea generation and sector specific research.
• Contributing as part of a team in providing innovative ideas and input that are expected and sought from everyone involved.
Ideal Candidate:
• Graduate degree in Computer Science, Mathematics, or any Quantitative field of study.
• Strong programming skills preferably in C++ and Python.
• 5+ years of experience in CMBS, with proven knowledge of the product area.
• Experience working with large datasets and having exposure to commercial mortgage databases such as Trepp, CoStar, and Intex.
• Experience with industry standard tools such as Intex, Bloomberg, and Trepp.
• High attention to detail.
• Possesses good communication skills
Education:
Job Family Group:
Institutional Trading
Job Family:
Quantitative Analysis
Time Type:
Full time
Primary Location:
New York New York United States
Primary Location Full Time Salary Range:
$200, $300,000.00
In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit Available offerings may vary by jurisdiction, job level, and date of hire.
Anticipated Posting Close Date:
May 22, 2024
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 .