Equities Algorithmic Trading Quantitative Analyst, Vice President, MQA

The Algorithmic Trading Quant team is part of Citi Global 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.

Requirements

• Good understanding of US Equity Algorithmic Trading and Market Microstructure.
• Minimum 5 years of experience in trading environment of which minimum 3 years should be in research and development of agency execution algorithms, smart order routing strategy, liquidity seeking strategies, market making strategies or high frequency trading strategies.
• Experience applying statistical modelling and machine learning towards analysis of large data sets.
• Experience with Predictive signal, Market Impact and Optimal Trading schedule models are desirable.
• Strong programming and software design skills in Java.
• Strong analytical and quantitative skills and experience using with statistical programming languages such as Python or R.
• Good communication skills, both verbal and written.
• Ability to juggle multiple tasks and projects in a fast paced work environment.

Benefits

• Medical, dental & vision coverage
• 401(k)
• Life, accident, and disability insurance
• Wellness programs
• Paid time off packages
• Paid holidays