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

Citigroup Inc.
London, UK
6 days ago
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Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours
Job source

Tech stack

Java (Programming Language) Algorithmic Trading Computer Programming Databases Python (Programming Language) System Programming Information Technology Low Latency

Job description

  • 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., * 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.

Requirements

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., * 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.

About the company

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

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