Senior Quant - Electronic Market Making & Rates

Citi; Paris; Sur place; EUR 150 000 - 205 000; Plein temps

Résumé du poste

Citi is seeking an experienced Quantitative Analyst to join our Markets division in Paris. You will partner with traders, technologists, and structurers to drive the next generation of electronic market-making solutions, delivering models and analytics that influence trading performance and business strategy.

You will design pricing, hedging, and predictive models, applying advanced quantitative techniques to real-world market challenges in fixed income.

Qualifications

• Extensive experience in quantitative research, trading, or analytics for electronic market-making.
• Proven track record deploying quantitative models in trading environments.
• Strong expertise in machine learning, statistics, and quantitative analytics.
• Advanced programming skills with Python; familiarity with time-series databases and market data tech.

Responsabilités

• Research, develop, and enhance electronic market-making models including bid-offer optimization and automated pricing.
• Leverage ML, statistics, and quantitative methods to create predictive analytics and risk management tools.
• Build scalable analytical tools and production-ready models using Python, KDB/Q, Rust, and Java.
• Collaborate with traders, tech teams, and risk/compliance to embed governance and controls.

Connaissances

Quantitative modelling

Machine learning

Python

KDB/Q

Rust

Java

Fixed income

Time-series analysis

Formation

Master's or PhD in a quantitative discipline

Outils

Python

KDB/Q

Rust

Java

Description du poste

Citi is seeking an experienced Quantitative Analyst to join our Markets division in Paris. You will partner with traders, technologists, and structurers to drive the next generation of electronic market-making solutions, delivering models and analytics that influence trading performance and business strategy.

You will design pricing, hedging, and predictive models, applying advanced quantitative techniques to real-world market challenges in fixed income.