Details: Office Location / Address: NY- 390 GREENWICH STREET 390 GREENWICH STREET NEW YORK NY 10013 USA - 11350 Education Level: Doctorate 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.citigroup.com or www.citi.com. Citigroup Global Markets Inc. is a global investment bank and securities brokerage firm that, along with its Citigroup affiliates, provides complete financial solutions to corporations, governments, institutions and individuals in 100 countries.Responsibilities will include developing algorithms and strategies to assist in analytics, market making and risk reduction for principal flows across the Delta One product space (which includes program trading, ETF trading, and index volatility trading).A successful candidate will have prior experience building pre-, during, and post- trade analytics tools, as well as execution algorithms. A solid working knowledge of market microstructure and medium to high frequency strategies is a must. On a day to day basis, the role involves analyzing historical data, building mathematical models, and running back-tests and simulations using available internal and external trade (and quote) data. A substantial amount of coding is necessary on a daily basis in order to programmatically analyze, test, and implement strategies. The candidate will work with a team consisting of traders, quantitative analysts, and technologists.
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