Quantitative Analyst -Cash Equity Algorithmic Trading – Director

Overview

As a Senior Quantitative Analyst, you will advance Citi’s cash equity electronic execution platform and expand its capabilities with AI-powered methods. You will work closely with cross-functional partners to translate market insights into scalable trading systems, while upholding risk and regulatory governance. The role blends rigorous quantitative research with hands-on software development to shape directional trading strategies at scale. You will thrive on solving complex market microstructure problems and delivering measurable improvements in execution quality.

Pay / Benefits

• career development and mentorship
• hybrid work model
• inclusive culture
• wellness benefits including medical coverage
• mental health resources
• parental and family support protections and planning

Responsibilities

• Build and scale the cash equity electronic execution platform using Java, Rust, and AI technologies
• Perform EMEA equity market microstructure research with advanced statistics and mathematical finance
• Backtest and prototype quantitative strategies using Python and kdb+ to validate models
• Monitor client trading performance and provide quantitative insights to optimize execution
• Collaborate with Sales Trading, Execution Advisory Services, and technology teams to align capabilities
• Coordinate with Risk, Compliance, Legal, and Finance to ensure governance and controls
• Maintain focus on risk management and ethical trading practices
• Complete and maintain required professional registrations and licenses for regulatory compliance

Key requirements

• Extensive background in quantitative modeling or analytics in finance, focusing on algorithmic trading systems
• Proficiency in Java and Python with strong software design and development skills
• Experience applying probability theory, statistics, and mathematical finance to market data
• Experience applying AI technologies to trading applications
• Master’s or PhD in a quantitative field, or equivalent practical experience
• Strong written and verbal communication skills to explain complex concepts

• strong communication
• cross-functional collaboration
• ability to explain complex quantitative concepts to both technical and non-technical partners
• Java
• Python
• Rust

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