Citi
Algorithmic Trading Quantitative Analyst - Vice President
Citi, New York, New York, us, 10261
Overview
The Algorithmic Trading Quant team is part of the Citi ICG Markets and is responsible for the research, design, implementation and maintenance of Equities Execution Algorithms and related Trading Products offered to Citi’s institutional clients and internal trading desks. The team collaborates with global teams and works with specific focus on North America and LATAM markets. Development Value
As an opportunity to work in a fast-paced environment and as a member of a quant group that is responsible for research and development of cutting-edge algorithmic trading strategies, this position offers the opportunity to combine strong quantitative, technical, and soft skills to foster innovation in a collaborative team culture. It is an opportunity to be involved in challenging new initiatives, learn the latest developments in the Electronic Trading domain and be part of Citi’s growing Equity Trading franchise. Responsibilities
Improve Algorithmic Trading Algorithms by performing both research and some implementation work with the objective of providing best in class execution performance. Research and analyze ideas for enhancing existing and developing new algorithms (such as VWAP, liquidity seeking), models (such as optimal schedule, market impact model) and short-term predictive signals (such as fair value). Perform analysis of large data sets comprising market data, orders, executions and derived analytics. Conduct flow analysis and tuning performance for various client flows. Provide data and analysis supporting initial model validation and ongoing performance analysis. Implement algorithm enhancements and customizations with production quality code. Apply best practices towards development and testing of modular, reusable, robust trading components and strategy code. Work in close partnership with Sales team, Product, Technology teams, Risk & Control team, Legal, Compliance & Audit to ensure governance and regulatory compliance. Build a culture of responsible finance, governance, supervision, expense discipline and ethics. Adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; ensure that team members understand and follow these requirements. Adhere to all policies and procedures as defined by the role. Obtain and maintain registrations/licenses required for the role within the appropriate timeframe. Appropriately assess risk when business decisions are made, safeguarding Citigroup, its clients and assets and escalating, managing and reporting control issues with transparency. Knowledge/Experience
Good understanding of US Equity Algorithmic Trading and Market Microstructure. Knowledge of ETF trading is a plus. Minimum 5 years of experience in a trading environment, with at least 3 years in research of agency execution algorithms, smart order routing, liquidity seeking, market making or high-frequency trading strategies. Experience applying statistical modelling and machine learning to the analysis of large data sets. Experience with Predictive signals, Market Impact and Optimal Trading schedule models is desirable. Strong analytical and quantitative skills and experience using statistical programming languages such as Python or R. Strong programming and software design skills in Java are a plus. Experience with Q/KDB or time series databases is desirable. Good communication skills, both verbal and written. Ability to juggle multiple tasks and projects in a fast-paced environment. Qualifications
Master’s or PhD in Finance, Mathematics, Engineering, Computer Science, or related field Applicable licenses: Series 7 and 63 are required or will be applied for upon arrival 6-10 years of experience in a quantitative modeling or analytics role, ideally in the financial sector This job description provides a high-level overview of the types of work performed. Other job-related duties may be assigned as required. Citi is an equal opportunity employer. Qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, or any other characteristic protected by law. Reasonable accommodations for applicants with disabilities will be provided upon request where required by law. Anticipated Posting Close Date:
Sep 03, 2025
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The Algorithmic Trading Quant team is part of the Citi ICG Markets and is responsible for the research, design, implementation and maintenance of Equities Execution Algorithms and related Trading Products offered to Citi’s institutional clients and internal trading desks. The team collaborates with global teams and works with specific focus on North America and LATAM markets. Development Value
As an opportunity to work in a fast-paced environment and as a member of a quant group that is responsible for research and development of cutting-edge algorithmic trading strategies, this position offers the opportunity to combine strong quantitative, technical, and soft skills to foster innovation in a collaborative team culture. It is an opportunity to be involved in challenging new initiatives, learn the latest developments in the Electronic Trading domain and be part of Citi’s growing Equity Trading franchise. Responsibilities
Improve Algorithmic Trading Algorithms by performing both research and some implementation work with the objective of providing best in class execution performance. Research and analyze ideas for enhancing existing and developing new algorithms (such as VWAP, liquidity seeking), models (such as optimal schedule, market impact model) and short-term predictive signals (such as fair value). Perform analysis of large data sets comprising market data, orders, executions and derived analytics. Conduct flow analysis and tuning performance for various client flows. Provide data and analysis supporting initial model validation and ongoing performance analysis. Implement algorithm enhancements and customizations with production quality code. Apply best practices towards development and testing of modular, reusable, robust trading components and strategy code. Work in close partnership with Sales team, Product, Technology teams, Risk & Control team, Legal, Compliance & Audit to ensure governance and regulatory compliance. Build a culture of responsible finance, governance, supervision, expense discipline and ethics. Adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; ensure that team members understand and follow these requirements. Adhere to all policies and procedures as defined by the role. Obtain and maintain registrations/licenses required for the role within the appropriate timeframe. Appropriately assess risk when business decisions are made, safeguarding Citigroup, its clients and assets and escalating, managing and reporting control issues with transparency. Knowledge/Experience
Good understanding of US Equity Algorithmic Trading and Market Microstructure. Knowledge of ETF trading is a plus. Minimum 5 years of experience in a trading environment, with at least 3 years in research of agency execution algorithms, smart order routing, liquidity seeking, market making or high-frequency trading strategies. Experience applying statistical modelling and machine learning to the analysis of large data sets. Experience with Predictive signals, Market Impact and Optimal Trading schedule models is desirable. Strong analytical and quantitative skills and experience using statistical programming languages such as Python or R. Strong programming and software design skills in Java are a plus. Experience with Q/KDB or time series databases is desirable. Good communication skills, both verbal and written. Ability to juggle multiple tasks and projects in a fast-paced environment. Qualifications
Master’s or PhD in Finance, Mathematics, Engineering, Computer Science, or related field Applicable licenses: Series 7 and 63 are required or will be applied for upon arrival 6-10 years of experience in a quantitative modeling or analytics role, ideally in the financial sector This job description provides a high-level overview of the types of work performed. Other job-related duties may be assigned as required. Citi is an equal opportunity employer. Qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, or any other characteristic protected by law. Reasonable accommodations for applicants with disabilities will be provided upon request where required by law. Anticipated Posting Close Date:
Sep 03, 2025
#J-18808-Ljbffr