Quantitative Analyst: Electronic Markets & Rates

Citibank (Switzerland) AG; Paris; Hybride; Confidentiel; Plein temps

Résumé du poste

Citi is seeking an experienced Quantitative Analyst to advance electronic market-making for rates. You will collaborate with traders, technologists, and structurers to design pricing, prediction, and hedging models, and to implement scalable analytics that impact trading performance.

Ideal candidates have deep experience in quantitative research or trading, strong Python and KDB/Q skills, and a track record deploying models in fixed income environments.

Qualifications

• Extensive experience in quantitative research or trading.
• Proven ability to develop and deploy quantitative models in electronic trading.
• Strong programming skills, especially Python.

Responsabilités

• Research and develop electronic market-making models (bid-offer optimization, price signals).
• Create hedging, pricing, and automated execution algorithms.
• Work with ML, statistics, and mathematical finance techniques.
• Build scalable analytical tools and production-ready models.
• Collaborate with Traders, Structurers, and Tech teams to turn insights into solutions.

Connaissances

Quant research

Algorithmic trading

Machine learning

Python

KDB/Q

Data engineering

Rates fixed income

Formation

Master’s or PhD in quantitative field

Outils

KDB/Q

Java

Rust

Time-series DBs

Description du poste

Citi is seeking an experienced Quantitative Analyst to advance electronic market-making for rates. You will collaborate with traders, technologists, and structurers to design pricing, prediction, and hedging models, and to implement scalable analytics that impact trading performance.

Ideal candidates have deep experience in quantitative research or trading, strong Python and KDB/Q skills, and a track record deploying models in fixed income environments.