Quantitative Analyst FX Electronic Trading

Overview

In this role, you will be a core member of Citi’s FX Electronic Trading quant team in London, driving the development and monitoring of quantitative models for automated trading. You will own end-to-end development of analytical frameworks and ensure production-quality code that supports market-making and execution strategies. You will collaborate with trading and sales partners to translate desk insights into quantitative improvements and actively challenge existing approaches. This is a hands-on, impact-focused position that sits at the heart of electronic trading and data-driven decision making. You will work in a collaborative, growth-oriented environment with a strong emphasis on impact

Responsibilities

• Design and build automated analytical frameworks to monitor, evaluate, and improve FX electronic trading and algorithmic execution strategies
• Serve as first line of defence to identify, diagnose, and resolve model/strategy issues and surface insights early
• Collaborate with London and global sales/trading to translate desk intuition into quantitative improvements
• Partner with quant teammates on research initiatives across market making, execution algorithms, and transaction cost analysis
• Challenge existing approaches and drive iterative development of the quantitative toolkit
• Write clean, production-quality code as part of daily workflow

Key requirements

• Prior experience in quantitative modelling, analytics, or electronic trading in financial markets
• Strong programming skills with Python essential; Java or C++ is a plus
• Solid grounding in statistics and probability with practical trading applications
• Familiarity with market microstructure and FX or electronic trading concepts
• Experience working with market data (tick, order book, or execution data)
• Strong software design sensibility

• Excellent communication skills
• Collaborative and low-ego attitude
• Builder’s mindset and willingness to iterate quickly
• Python (essential)
• Java or C++ (plus)
• Statistics and probability

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