Low-Latency Quant Developer (Java/Rust) — Hybrid

Citi; Greater London; Hybrid; GBP 90,000 - 140,000; Full time

Benefits offered by this job

Hybrid work model

Global career opportunities

Professional development programs

Well‑being programs (medical, mental)

Competitive retirement planning

Job summary

Citi is seeking a Quantitative Analyst/Developer to join our electronic execution team and drive the development of cash equity algorithmic trading platforms. You will design and optimize high-performance trading systems using Java and Rust, directly impacting our internal and agency trading desks.

If you are a collaborative problem-solver with a passion for market microstructure and quantitative research, you will thrive in our innovative and fast-paced environment.

Qualifications

• Experience in development or performance enhancement of execution algorithms or a comparable quantitative modeling and analytics role.
• Strong technical and programming skills in Java, Python, and kdb.
• Ability to communicate complex technical and quantitative concepts clearly, in writing and verbally.
• Masters or PhD in Financial Mathematics, Computer Science, Physics, or related quantitative field, or equivalent practical experience.

Responsibilities

• Develop and support electronic execution platform for cash equity algorithmic trading using Java, Rust, or other cutting-edge technologies.
• Conduct microstructure research and analysis of EMEA equity markets using mathematical finance, statistics, and probability.
• Build backtesting frameworks and prototype quantitative research projects on algorithmic trading topics using Python and kdb.
• Monitor, analyze, and optimize platform performance for ultra-low latency and high throughput.
• Collaborate with traders, sales trading, execution advisory services, and technology professionals to deliver robust trading solutions.
• Coordinate with control functions (Legal, Compliance, Market and Credit Risk, Audit, Finance) to maintain governance and control infrastructure.
• Uphold a culture of responsible finance, governance, supervision, expense discipline, and ethical conduct.
• Assess risk and reward of transactions, considering firm's reputation and client assets.

Skills

Java

Python

kdb

Rust familiarity

Education

Master's in Financial Mathematics

PhD in Financial Mathematics/CS/Physics

Job description

Citi is seeking a Quantitative Analyst/Developer to join our electronic execution team and drive the development of cash equity algorithmic trading platforms. You will design and optimize high-performance trading systems using Java and Rust, directly impacting our internal and agency trading desks.

If you are a collaborative problem-solver with a passion for market microstructure and quantitative research, you will thrive in our innovative and fast-paced environment.