Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, NY location. Duties: Design, implement, and maintain market making algorithms and automated-responding systems of client request-for-quote inquiries for traded fixed income products. Develop and enhance mathematical models to automatically price and trade spread products including Corporate Bonds, Credit ETF, and Credit Derivatives. Perform quantitative research on trading strategies and utilize Bayesian Analysis, stochastic filtering, time series analysis, and advanced statistical machine learning techniques to create and improve trading models and algorithms. Analyze potential production usage of data sources including noisy financial time series data and unstructured data. Utilize Python, kdb+/Q, R