Sunday, April 15, 2012

Quantitative Derivatives Trader - 12008432


Office Location / Address: 
 NY- 390 GREENWICH STREET 390 GREENWICH STREET NEW YORK NY 10013 USA - 11350

Education Level:  Master's Degree

Shift:  Day Job

Employee Status:  Regular

Citi, the leading global financial services company, has some 200 million customer accounts and does business in more than 100 countries, providing consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, and wealth management. Additional information may be found at www.citi.com.

The Asset Management Derivatives (AMD) trading group operates within the Multi-Asset Group (MAG) and trades derivative and investment products linked to quantitative investment strategies (QIS), mutual funds, hedge funds, managed accounts including trading of strategies directly in mutual fund platform developed withn MAG.  As such the AMD group trades all asset classes including equities, fixed-income, commodities, FX, and credit.  The group has developed novel modelling and pricing techniques to account for incomplete markets that are inherent in the products traded. The AMD group is looking for a seasoned derivatives trader to work within a small team of innovative and like minded individuals.  Candidates will bring itellectual creativity to solve some of the interesting, challenging and important problems arising from running a statistically hedged book. Techniques to hedge on a portfolio level including basis and correlation risk between assets will be key.  The candidate will also be responsible for the execution of QIS strategies that are wrapped on the mutual fund platform.
 RequirementsSuccessful candidates will typically have advanced graduate level qualification (e.g. MS/CFA/MBA) in a quantitative or financial discipline (e.g. Math, Computer Science, Engineering, Physics) in addition to 3 years of trading experience in equity or hybrid derivatives.  Strong technical skills is a prerequisite and programming skills in VBA/Excel or C/C#/C is a plus but not mandatory. 

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