Quantitative Analyst - Researcher for Electronic Execution
Location: Citi London, United Kingdom
Posted: 22 hours ago
Type: Permanent
Salary: Competitive
Role Overview:
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.
* 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, and Finance to ensure appropriate governance and control infrastructure.
* Build a culture of responsible finance, good governance, and supervision.
* Assess risk/reward of transactions when making business decisions.
* Familiarity with and adherence to Citi's Code of Conduct and governance policies.
* Obtain and maintain all registrations/licenses required for your role.
* Drive compliance with applicable laws and regulations, and escalate control issues transparently.
What we need from you:
* Prior hands-on experience in the development/performance enhancement of execution algorithms or a comparable quantitative modeling role, ideally in the financial sector.
* Technical/programming skills: Java, Python; experience with kdb is advantageous.
* Clear and concise written and verbal communication skills.
* Master's/PhD degree in Financial Mathematics, Computer Science, Physics, or related fields.
This role provides the opportunity to work in a small team on fast-moving, high-priority projects, solving both technical and practical problems, collaborating with other Markets Quantitative Analysis teams, and interacting 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.
Benefits:
* Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
* A discretional annual performance-related bonus.
* Private medical insurance packages.
* Employee Assistance Program.
* Pension Plan.
* Paid Parental Leave.
* Exclusive discounts for employees, family, and friends.
* Access to an array of learning and development resources.
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.
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.
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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