Quantitative Analyst: Credit Algo Quant - AVP- NEW YORK - Citi : Job Details

Develop analytics libraries used for automated market making, pricing and risk-management. Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C including STL, C#, .NET, Java, object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming and statistics and probability. Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers. Collaborate closely with Traders, Structurers, and technology professionals. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure. Build a culture of responsible finance, good governance and supervision, expense discipline and ethics. Appropriately asses...Analyst, Quantitative, Computer Science, Credit, Technology, Banking, Skills