Quantitative Analyst

The Lab – Quantitative Analytics Group – Quantitative Analyst – Vice President / Senior Vice President

The Investment Lab ("the Lab") is an integral part of Citi Wealth dedicated to the delivery of investment insights designed to help our clients navigate markets, manage risks, and meet their individual investing goals via a full suite of advanced portfolio construction techniques.

As a core pillar within the Lab, the Quantitative Analytics Group enables the delivery of highly analytical investment advice to clients across the full spectrum of wealth, through specifically the following areas of activity: (1) developing quantitative tools and capabilities, (2) providing direct client advice, and (3) thought leadership, while (4) managing the related risk, processes & controls.

The Quantitative Analyst will have the chance to contribute to all 4 areas through global teamwork. This is a newly created role, with potential for growth and development.

Responsibilities:

• Develop new quantitative tools and capabilities for investment advice across the entire spectrum of wealth, as conduit for highly customized advice to private clients and scaled solutions across all segments of wealth.
• Direct involvement in highly analytical bespoke proposals for private clients in a lead analyst client-facing capacity.
• Thought leadership: contribute to nurture the team image with clients and internal partners as industry leading in portfolio construction matters through publications on relevant topics.
• Contribute to the management of model risk on internally developed and external tools.

Requirements:

• Strong knowledge and interest in all quantitative aspects of Asset Allocation, Portfolio Construction, and Risk Management matters.
• Solid basis on Mathematics, Statistics and Numerical Methods (Optimization and Simulation methods).
• Understanding of financial markets. Knowledge across asset classes and different product lines.
• Python required; other programming languages beneficial.
• Software Development Life Cycle (SDLC) experience and skills (Jira, Git, BitBucket).
• Bloomberg, FactSet, Excel, MS Office.
• Awareness of latest research developments on relevant topics.
• Strong motivation and predisposition to learn.
• Ability and willingness to work collaboratively as part of a global team.

Experience and Qualifications:

• Preference for PhD in Quantitative Finance subjects OR in a STEM subject paired with strong financial knowledge, interest and/or relevant qualifications (e.g. CFA), with 0-5 years relevant experience.
• MSc in Quantitative Finance with 2-5 years of relevant experience will also be considered.
• Already possess, or capacity and willingness to work towards obtaining relevant investment advice qualifications, as applicable in the hiring location (e.g.: CFA or IAD for London/UK, FINRA for New York/US).

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Job Family Group:

Private Client Product Services

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Job Family:

Investment Analytics

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Time Type:

Full time

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