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Quantitative Analyst
Citigroup 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 balance sheet, liquidity, and capital charges. Develop web-based front-end interface for stakeholders to view and interact with analytical tools. Create, implement, and support quantitative models for the Fixed Income trading business leveraging a wide variety of mathematical and computer science methods and tools including, mathematical finance, statistics and probability and software engineering. Apply advanced coding skills to code and debug code. Utilize databases and write SQL queries. Collaborate closely


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