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

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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