Quantitative Analyst: AI-Driven Low-Latency Trading

Citi; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid work environment

Training and mentorship programs

Wellness benefits

Job summary

Citi is seeking a collaborative Quantitative Analyst to advance our electronic execution platform using AI technologies in a hybrid London role. You will conduct deep microstructure research on EMEA equity markets and build high‑performance, low‑latency trading systems.

You will design and backtest algorithmic models in Python and kdb, monitor client trading performance, and collaborate with Sales Trading, Execution Advisory Services, and technology teams to align capabilities with business

Qualifications

• Master's or PhD in Financial Mathematics, Computer Science, Physics, or related quantitative field.
• Proven ability in quantitative modelling and analytics.
• Strong programming and communication skills.

Responsibilities

• Develop and scale Citi's core cash equity electronic execution platform using Java, Rust, and AI to optimize low-latency trading performance.
• Conduct deep microstructure research on EMEA equity markets using mathematical finance, statistics, and probability.
• Design and backtest prototype algorithmic trading models in Python and KDB to identify and capture new market opportunities.
• Monitor and analyze client trading performance to enhance execution quality and reduce market impact.
• Collaborate with Sales Trading, Execution Advisory Services, and technology teams to align system capabilities with business needs.
• Partner with Legal, Compliance, Risk, and Audit to ensure governance and supervision.

Skills

Java

Python

KDB

AI technologies

Financial mathematics

Statistical analysis

Communication

Market microstructure

Education

Master's or PhD in Financial Mathematics/CS/Physics

Tools

KDB+

Jupyter

Job description

Citi is seeking a collaborative Quantitative Analyst to advance our electronic execution platform using AI technologies in a hybrid London role. You will conduct deep microstructure research on EMEA equity markets and build high‑performance, low‑latency trading systems.

You will design and backtest algorithmic models in Python and kdb, monitor client trading performance, and collaborate with Sales Trading, Execution Advisory Services, and technology teams to align capabilities with business