Low-Latency Quant Developer for Cash Equity (Java/Rust/Python)

Citigroup Inc.

Greater London

Hybrid

GBP 90,000 - 170,000

Full time

4 days ago

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Job summary

Citi seeks a Quantitative Analyst/Developer to join its electronic execution team in London. The role focuses on developing high-performance cash equity algorithmic trading platforms using Java and Rust, with backtesting in Python and kdb.

You will analyze market microstructure, collaborate with traders and risk teams, and drive ultra-low latency solutions. The role offers a hybrid work model with opportunities to work across global desks, and a strong emphasis on governance, compliance, and

Qualifications

Experience in development or performance enhancement of execution algorithms or a quantitative modeling role.
Strong programming skills in Java, Python, and kdb.
Ability to clearly communicate complex technical and quantitative concepts.

Responsibilities

Develop and support electronic execution platform for cash equity algorithmic trading using Java, Rust, or other technologies.
Conduct microstructure research and analysis of EMEA equity markets using mathematical finance, statistics, and probability.
Build backtesting frameworks and prototype quantitative research projects using Python and kdb.
Monitor, analyse, and optimise platform performance for ultra-low latency and high throughput.
Collaborate with internal traders, sales trading, execution advisory services, and technology professionals to deliver robust trading solutions.
Partner with control functions to maintain governance and control infrastructure.
Uphold a culture of responsible finance, governance, and ethical conduct.
Assess risk and reward of transactions with regard to firm reputation and client protection.