Quantitative Analyst / Developer - Multi-Desk & Low-Latency Electronic Execution

Description du poste:

We are seeking a Quantitative Analyst/Developer to join our electronic execution team and drive the development of our cash equity algorithmic trading platforms. In this role, you will design and optimize high-performance trading systems using Java and Rust, directly impacting our internal and agency trading desks. If you are a collaborative problem-solver with a passion for market microstructure and quantitative research, you will thrive in our innovative and fast-paced environment.

Responsibilities

* Develop and support our electronic execution platform for the cash equity algorithmic trading business using Java, Rust, or other cutting-edge technologies.
* Conduct microstructure research and analysis of EMEA equity markets leveraging mathematical finance, statistics, and probability.
* Build backtesting frameworks and prototype quantitative research projects on algorithmic trading topics using Python and kdb.
* Monitor, analyze, and optimize platform performance to ensure ultra-low latency and high throughput.
* Collaborate closely with internal traders, sales trading, execution advisory services, and technology professionals to deliver robust trading solutions.
* Partner with control functions, including Legal, Compliance, Market and Credit Risk, Audit, and Finance, to maintain appropriate governance and control infrastructure.
* Uphold a culture of responsible finance, good governance, supervision, expense discipline, and ethical conduct.
* Assess risk and reward of transactions when making business decisions, demonstrating proper consideration for the firm's reputation and safeguarding its clients and assets.

Required qualifications and skills

* Experience in the development or performance enhancement of execution algorithms, or a comparable quantitative modeling and analytics role.
* Strong technical and programming skills in Java, Python, and kdb.
* Demonstrated ability to communicate complex technical and quantitative concepts clearly and concisely, both in writing and verbally.
* Master's or PhD degree in Financial Mathematics, Computer Science, Physics, or a related quantitative field, or equivalent practical experience in a relevant field.
* Commitment to driving compliance with applicable laws, rules, and regulations, while applying sound ethical judgment in all business practices.

Beneficial skills and qualifications

* Familiarity with Rust or other modern systems programming languages.
* Knowledge of EMEA equity market microstructure and electronic trading dynamics.
* Experience working with high-frequency data and time-series databases.

What we offer

* You will have global opportunities to grow your career locally or explore international experiences with opportunities around the world.
* You can expect a hybrid work model that supports in-office collaboration while providing remote flexibility.
* You can grow through our investment in professional development, including training programs, mentorship, and skill-building opportunities.
* You can leverage comprehensive employee wellness and well-being programs, including medical coverage, mental health resources, and initiatives promoting a healthy, balanced life.
* You will benefit from competitive retirement planning contributions and investment options to support your long-term financial goals, alongside parental and family support programs.

Ready to shape the future of electronic trading? Apply today to join our team at Citi.

#LI-COF
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Job Family Group:
Institutional Trading
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Job Family:
Quantitative Analysis
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Time Type:
Full time
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Most Relevant Skills
Please see the requirements listed above.
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Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
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