Senior Associate - Quantitative Equity Research - Capital Markets Domain

We have Opening for Sr. Associate - Quantitative Equity Research

Role & Responsibilities

- Assist in the design and implementation of a suite of tailored equity research data and valuation products for Citi's institutional client base.

- Conduct Backtest of various quantitative strategies, understand different metrics used to present the results and add ideas to the existing product suite.

- Run portfolio analysis on client portfolios using the Citi's proprietary risk models. Understand various components of portfolio analysis and explain the output to clients.

- Assist in the design, maintenance and distribution of customized data screens to Citi's institutional client base, equity sales and trading colleagues.

- Assist in the collection and / or creation of proprietary data sets.

- Fully understand the content, features and functionality of Citi's proprietary research database.

- Contribute to the development of Citi's research database by providing client-driven business requirements for new functional enhancements. Support testing of these new functional aspects as required.

- Play a role in the continued development of innovative data products and solutions to quantitative and fundamental buy-side clients.

Experience

- 2 to 5 years of experience within the Quantitative Research / Analytics /Strategy teams preferably within the Capital Markets domain.

- A strong knowledge of equity research products, workflows, processes and client requirements.

- A strong understanding of financial accounting and ratio construction is required.

- Strong experience in building factor models and conducting backtests using one of the statistical programming languages (R/Python/Matlab).

Skills

Technical Skills

- Superior Microsoft Excel and VBA skills.

- Strong experience in one of the statistical programming languages like R/Matlab/Python.

- Experience in working with at least one of the database environment like Microsoft Access/Oracle/SQL Server/MySQL etc.

- Experience in working with Thomson Reuters Quantitative Analytics (TRQA) useful but not essential.

- Computer programming experience useful but not essential.

- Knowledge of relational database structures and functionality preferred but not essential.

- Knowledge of vendor platforms (Bloomberg, CapitalIQ, Factset, Thomson Reuters, etc.)

Personal Characteristics

- Excellent interpersonal skills.

- Excellent verbal and written communication skills (English).

- Ability to set goals and successfully work to deadlines.

- Strong organizational skills.

- Passion for numerical analysis, product creation and client servicing.

- Self-starter.