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 \------------------------------------------------------ ## Job Family Group: Institutional Trading \------------------------------------------------------ ## Job Family: Quantitative Analysis \------------------------------------------------------ ## Time Type: Full time \------------------------------------------------------ ## Most Relevant Skills Please see the requirements listed above. \------------------------------------------------------ ## Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. \------------------------------------------------------ Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their 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.