Citigroup Inc.
Algorithmic Trading Quantitative Analyst - Vice President
Citigroup Inc., New York, New York, us, 10261
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 & performance tuning 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 toward development and testing of modular, reusable, robust trading components and strategy code.
Work closely with Sales, Product, Technology, Risk & Control, Legal, Compliance & Audit teams to ensure governance and regulatory compliance.
Build a culture of responsible finance, good 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 all team members understand the need to do the same.
Follow all policies and procedures as defined by your role.
Obtain and maintain all registrations/licenses required for your role within the appropriate timeframe.
Assess risk in business decisions, safeguard Citigroup, its clients and assets, drive compliance with laws and regulations, apply ethical judgment, and report 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, of which at least 3 years should be in research of agency execution algorithms, smart order routing strategy, liquidity‑seeking strategies, market‑making strategies or high‑frequency trading strategies.
Experience applying statistical modeling and machine learning to large data sets.
Experience with predictive signals, market impact and optimal trading schedule models is desirable.
Strong analytical and quantitative skills, with experience using statistical programming languages such as Python or R.
Strong programming and software design skills in Java is a plus.
Experience with Q/KDB or time‑series databases is desirable.
Good verbal and written communication skills.
Ability to juggle multiple tasks and projects in a fast‑paced work environment.
Qualifications
Master’s or PhD in Finance, Mathematics, Engineering, Computer Science, or related field.
Applicable licenses: Will be required to either already have or apply upon arrival for Series 7 and 63.
6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.
This job description provides a high‑level review of the types of work performed. Other job‑related duties may be assigned as required.
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
Time Type: Full time
Primary Location: New York, New York, United States
Primary Location Full Time Salary Range: $175,000.00 - $250,000.00
In addition to salary, Citi’s offerings may also include discretionary and formulaic incentive and retention awards for eligible employees. Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave) and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level and date of hire.
Most Relevant Skills: Please see the requirements listed above.
Other Relevant Skills: For complementary skills, please see above and/or contact the recruiter.
Anticipated Posting Close Date: Nov 03, 2025
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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. View Citi’s EEO Policy Statement and the Know Your Rights poster.
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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 & performance tuning 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 toward development and testing of modular, reusable, robust trading components and strategy code.
Work closely with Sales, Product, Technology, Risk & Control, Legal, Compliance & Audit teams to ensure governance and regulatory compliance.
Build a culture of responsible finance, good 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 all team members understand the need to do the same.
Follow all policies and procedures as defined by your role.
Obtain and maintain all registrations/licenses required for your role within the appropriate timeframe.
Assess risk in business decisions, safeguard Citigroup, its clients and assets, drive compliance with laws and regulations, apply ethical judgment, and report 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, of which at least 3 years should be in research of agency execution algorithms, smart order routing strategy, liquidity‑seeking strategies, market‑making strategies or high‑frequency trading strategies.
Experience applying statistical modeling and machine learning to large data sets.
Experience with predictive signals, market impact and optimal trading schedule models is desirable.
Strong analytical and quantitative skills, with experience using statistical programming languages such as Python or R.
Strong programming and software design skills in Java is a plus.
Experience with Q/KDB or time‑series databases is desirable.
Good verbal and written communication skills.
Ability to juggle multiple tasks and projects in a fast‑paced work environment.
Qualifications
Master’s or PhD in Finance, Mathematics, Engineering, Computer Science, or related field.
Applicable licenses: Will be required to either already have or apply upon arrival for Series 7 and 63.
6-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the financial sector.
This job description provides a high‑level review of the types of work performed. Other job‑related duties may be assigned as required.
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
Time Type: Full time
Primary Location: New York, New York, United States
Primary Location Full Time Salary Range: $175,000.00 - $250,000.00
In addition to salary, Citi’s offerings may also include discretionary and formulaic incentive and retention awards for eligible employees. Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave) and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level and date of hire.
Most Relevant Skills: Please see the requirements listed above.
Other Relevant Skills: For complementary skills, please see above and/or contact the recruiter.
Anticipated Posting Close Date: Nov 03, 2025
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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. View Citi’s EEO Policy Statement and the Know Your Rights poster.
#J-18808-Ljbffr