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

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Job Overview

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.

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Job Family Group:
Institutional Trading ------------------------------------------------------

Job Family:
Quantitative Analysis ------------------------------------------------------

Time Type:
Full time ------------------------------------------------------

Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------

Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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