Quantitative Analyst for Citigroup Global Markets Inc. (New York, NY) Develop advanced mathematical mdls to assist in mrkt forecasting of mrtgs & calculation of prepayments, defaults, & losses of mortgage-backed securities & whole load portfls. Reqs: Bachelor's in Finance, Engin, or clsly rltd quant fld & 4 yrs exp as Quantve Anlyst or rltd postn. Will accpt Master's in stated flds & 3 yrs exp in stated postn. 3 yrs exp must incl: C++, R, SQL, Excel, VBA, & Python; Intex, Bloomberg; Advncd knwldge of mathematical methods, incldng linear & non-linear optimization, Monte Carlo simulations, stochstc processes, & numerical mthds; Ability to liaise w/ bus partnrs to ensre undrstndng of mdl usage & explain bnd anlysis; & Finance & Mrtge Backed Sec. Mail Resumes ref BL/QA/YN to Citigroup Recruiting Department, 3800 Citigroup Center Dr,Tampa, FL 33610 Citigroup is EOE. Direct apps only.

T Jobs.Category: Finance, Keywords: Financial Engineer
Associated topics: analyst, bi, business intelligence, consult, financial analytic, guidance, inspect, investment analytics, investment fund, regulation

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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