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Quantitative Analyst - Cash Equity (Hybrid)

Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.

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Quantitative Analyst - Cash Equity (Hybrid)

The MQA team in London are looking for a Quantitative Analyst to help develop and support the electronic execution platform for the cash equity algorithmic trading business in Java.

The Quantitative Analyst is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.

Responsibilities

  • Develop and support electronic execution platform for the cash equity algorithmic trading business in Java
  • Microstructure research and analysis of the EMEA equity markets leveraging a wide variety of mathematical methods and tools including mathematical finance, statistics and probability
  • Backtesting and prototype quantitative research projects on algorithmic trading related topics in Python and kdb
  • Client performance monitoring and analysis
  • 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, Finance in order to ensure appropriate governance and control infrastructure
  • Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
  • Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
  • Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
  • Adhere to all policies and procedures as defined by your role which will be communicated to you
  • Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe
  • Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and  business practices, and escalating, managing and reporting control issues with transparency

Requirements:

  • Experience in the development/performance enhancement of execution algorithm, or a comparable quantitative modelling / analytics role, ideally in the financial sector
  • Must have technical/programming skills: Java, Python, kdb
  • Must possess any level of product knowledge, Investments and Quantitative Methods
  • Consistently demonstrates clear and concise written and verbal communication skills

Education/Working experience:

  • Master/Phd degree in Financial Mathematics, Computer Science, Physics or other related topics or working experience in the related industry

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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