Senior Quantitative Analyst - Electronic Market Making & Rates

Citi; Paris; On-site; EUR 150,000 - 205,000; Full time

Job summary

Citi is expanding its Markets team with a Quantitative Analyst to design and implement pricing, prediction, and hedging models for electronic market-making across fixed income. You will collaborate with traders, technologists, and structurers to deliver impactful analytics and scalable solutions.

The role combines quantitative research, ML, and software engineering to improve trading performance, risk management, and operational efficiency in a fast-paced rates environment.

Qualifications

• Extensive prior experience in quantitative research, trading, or analytics.
• Proven track record deploying models in electronic trading or market-making.
• Strong expertise in machine learning, statistics, and quantitative modelling.

Responsibilities

• Research, develop, and enhance electronic market-making models (bid-offer optimisation, pricing, hedging).
• Leverage ML, statistics, and mathematical finance for models and analytics.
• Build scalable tools and production-ready models using Python, KDB/Q, Rust, and Java.

Skills

Quantitative research/trading

Machine learning

Python

KDB/Q

Time-series analysis

Communication

Education

Master's or PhD in a quantitative discipline

Tools

KDB/Q

Python

Rust

Java

Job description

Citi is expanding its Markets team with a Quantitative Analyst to design and implement pricing, prediction, and hedging models for electronic market-making across fixed income. You will collaborate with traders, technologists, and structurers to deliver impactful analytics and scalable solutions.

The role combines quantitative research, ML, and software engineering to improve trading performance, risk management, and operational efficiency in a fast-paced rates environment.