Quantitative Analyst : Researcher for Electronic Execution (AVP/VP/Director, depending on experience)
Citi's Markets Quantitative Analysis (MQA) builds innovative solutions to the most complex financial problems facing our trading businesses, control functions and international client base. This role sits within the Equities Quantitative Analysis team.
What you will do:
* Hands-on research into the algorithmic trading space, including but not limited to optimal execution, market impact, and signals etc.
* Backtesting and prototype quantitative research projects on algorithmic trading related topics in Python and kdb
* Microstructure research and analysis of the EMEA equity markets leveraging a wide variety of mathematical methods and tools including mathematical finance, statistics and probability.
* Client performance monitoring and analysis
* Develop and support electronic execution platform for the cash equity algorithmic trading business.
* Collaborate closely with Sales Trading, Execution Advisory Services and technology professionals
* Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
* Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
* Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
* Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
* Adhere to all policies and procedures as defined by your role which will be communicated to you
* Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
* Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.
What we need from you:
* Prior hands-on experience in the development/performance enhancement of execution algorithm, or a comparable quantitative modelling / analytics role, ideally in the financial sector
* Must have technical/programming skills: Java, Python. Experienced with kdb is advantageous.
* Consistently demonstrates clear and concise written and verbal communication skills
* Master/Phd degree in Financial Mathematics, Computer Science, Physics or related topics.
This role provides the opportunity to work in a small team on fast-moving, high-priority projects. You will solve both technical and practical problems, collaborate with other Markets Quantitative Analysis teams, and interact with IT, Risk and Trading stakeholders.
We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.
By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (reviewed annually), and enjoy a whole host of additional benefits such as:
* Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
* A discretional annual performance related bonus
* Private medical insurance packages to suit your personal circumstances.
* Employee Assistance Program
* Pension Plan
* Paid Parental Leave
* Exclusive discounts for employees, family, and friends
* Access to an array of learning and development resources
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
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Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
Time Type: Full time
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
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