CTI​/US Pensions Team – Pension Investment Management Operations Quant Analyst AVP

The US Pensions Investment (“USPI”) team is the investment management team that manages and invests the assets of the Plans. USPI team is responsible for managing the Citi’s US Defined Benefit and Defined Contribution retirement plans of a total $35 billion and advises on the Asset Allocation and Investment strategy for all the International Pension Plans.

• Conducts portfolio analysis using risk tools and analytical tools
• Provide operational quantitative analytical solutions to monitor the Plans’ daily custody and accounting activities
• Performs other duties and functions as assigned by the Chief Investment Officer (CIO), including reporting requirements on Risk, Compliance, Finance and Audit
• Perform month-end valuation and performance calculations
• Provide critical support to the Pension Plan Investment Committee and 401(k) Plan Investment Committee by developing the Plan’s quantitative analytics, which are used to monitor and analyze the investment and risk composition of the US Pension and 401(k) plans
• Responsible for managing analytics from the third – party data provider for the long only and hedge fund portfolios
• Required to have time-management skills and ability to work under pressure with multiple deadlines and sense of urgency
• Provide quantitative analytical solutions for investment ideas and quantitative reasoning for new investments made towards the hedge fund portfolio
• Manage various quantitative analysis across different asset classes
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm’s and plans reputation and safeguarding plan assets, by driving compliance with applicable laws, rules and regulations, adhering to policies, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

• 1-5 years of experience in a related role
• Advanced quantitative and presentation skills, with attention to detail and advanced knowledge of Microsoft Excel, Power Point and Access, and ability to work with large volumes of data leveraging spreadsheets and models
• Knowledge of programming language
• Must have advanced analytical skills but also the ability to see the big picture
• Excellent communication skills are imperative i.e. ability to make complex subjects easily digestible for senior management
• Exercises effective project management, relationship building and communication skills
• Requires complex judgments and solutions based on sophisticated analytical thought comparing and selecting complex alternatives. In-depth analysis with interpretive thinking will be required.
• Ability to multitask in a fast-paced environment Ability to interact with all levels of management
• Effective interpersonal skills to develop and maintain relationships with internal and external stakeholders
• Solid understanding of financial products.
• Strong analytical skills
• Excellent written and oral communication
• Results-driven, with an ability to deliver high-quality work
• Effective interpersonal skills to develop and maintain relationships with internal and external stakeholders
• Attention to detail, desire for accuracy, and intellectual curiosity with a desire to understand the various underlying sub-asset classes
• Demonstrates a sense of urgency, passion for results and personal accountability for achievement.
• Exercises proven Power Point, Excel, SQL and Python skills
• Exercises effective project management
• Must be a team player

• Bachelor’s degree in Math, Statistics and other quantitative related fields

Finance

Balance Sheet Management

Full time

Long Island City New York United States

$ – $

• discretionary and formulaic incentive and retention awards
• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
• For additional information regarding Citi employee benefits, please visit
• Available offerings may vary by…