The Rates Quantitative Analysis group is seeking an Associate or a junior VP level quant to support the USD Treasury desk. The role is based in New York.

Responsibilities include:

  • Day-to-day support for the Desk.
  • Development of trading and risk management models and algorithms.


  • MS or Ph.D. in mathematics, statistics, physics, engineering or financial engineering.
  • Experience in statistics, data analysis, mathematical finance and quantitative modelling.
  • Familiar with interest rate derivatives and bond products in particular. More specifically knowledgeable in yield curve construction, time series analysis, bond math.
  • Ability to work in a team and to work well under pressure.
  • Good written and verbal communication skills.

To apply for this job please visit the following URL: http://citi.us/2tMfK0i →

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