Quantitative Analysts

Citigroup Global Markets Inc. seeks a Quantitative Analyst for its New York, New York location. Duties: Develop analytical libraries used for pricing, hedging, liquidity management and risk management. Create, implement and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools including mathematical finance, probability, statistics, stochastics and software engineering. Develop optimization tools for constructing in