R help - Aug 2006 - Job Opportunity - Citigroup Quantitative Equity Research

To all:

The Quantitative Equity Research group in London provides quantitative
solutions for active and passive equity portfolio managers in every step
of the investment process. The team is looking to expand their product
mix and looking for a quantitative analyst who will be mainly
responsible for product/model building and infrastructure development.
The analyst is expected to maintain some of the already existing models
as well as enhance and develop new products in the areas of absolute and
relative risk modelling, portfolio construction and trading strategies.

The ideal candidate will have approximately 2 to 3 years experience in
financial markets, excellent programming skills in either S+ or R, with
the ability to create a user-friendly infrastructure for delivering
existing products to clients. Knowledge of industry data sources such as
Factset, Datastream and Bloomberg is also preferred. The candidate must
also be a team player, have good communication skills and be
self-motivated with the capability to work in a flat team structure and
under limited supervision. Additionally the candidate must be highly
numerical and a good problem solver with ideally a first degree in IT,
Mathematics or Engineering and an MSc in Finance and/or practical
knowledge in quantitative equity portfolio management. 
 
To apply, please email a resume and letter of application to
Christian.Davies at Citigroup.com by Friday September 1st 2006. Please do
**not** cc this list.

Christian Davies
Citigroup Global Quantitative Research
London