Quantitative Analyst - Cash Equity Electronic Execution

Citi; Greater London; On-site; GBP 100,000 - 150,000; Full time

Benefits offered by this job

Hybrid work model

Financial wellbeing

Global employee programs

Local benefits

Job summary

Citi is seeking a Quantitative Analyst to join the EMEA Electronic Execution team, driving microstructure research, algorithmic trading analysis, and platform development for Cash Equity across EMEA markets.

You will collaborate with trading, advisory, and technology teams to deliver research and build production-quality components in Java, Python and kdb, while ensuring governance with Legal, Compliance, Risk and Finance.

Qualifications

• Hands-on experience in execution algorithm development or analytics in finance.
• Proficiency in Java for production trading systems.
• Proficiency in Python and kdb for research and backtesting.
• Advanced degree in Financial Mathematics, CS, Physics, or equivalent.
• Strong written and verbal communication.

Responsibilities

• Research and analyze EMEA equity market microstructure using quantitative methods.
• Design and backtest research projects for algorithmic trading.
• Develop production-ready components of the electronic execution platform in Java.
• Monitor client execution performance and translate findings into improvements.
• Collaborate with Sales Trading and Compliance to align research with execution needs.
• Coordinate with Legal, Risk, Audit, and Finance for governance and controls.

Skills

Execution algorithms

Quantitative modeling

Python

Kdb

Java

Communication

Education

Master's degree in Financial Mathematics

PhD in Physics

CS/Computing degree

Tools

Java

Python

Kdb

Job description

We are seeking a Quantitative Analyst to join our EMEA Electronic Execution team, driving microstructure research, algorithmic trading analysis, and platform development for Cash Equity. In this high-impact role at the intersection of research and technology, you will shape how our electronic execution strategies perform across EMEA equity markets. You will collaborate directly with trading, advisory, and technology teams to deliver research and build systems that influence real market outcomes.

Responsibilities

• Research and analyze EMEA equity market microstructure using mathematical finance, statistics, and probability to generate actionable insights for the algorithmic trading business.
• Design and backtest quantitative research projects focused on algorithmic trading strategies, using Python and kdb to prototype and validate models.
• Build and support the electronic execution platform for our cash equity algorithmic trading business, developing production-quality components in Java.
• Monitor and analyze client execution performance, identifying patterns and translating findings into improvements that directly benefit client outcomes.
• Collaborate with Sales Trading and Execution Advisory Services to align quantitative research with commercial execution needs.
• Partner with Legal, Compliance, Risk, Audit, and Finance teams to maintain robust governance and control standards across all deliverables.
• Assess the risk and reward profile of business decisions, applying sound judgment to protect both clients and the firm's reputation.

Required qualifications and skills

• Hands-on experience in execution algorithm development, quantitative modeling, or analytics, preferably within financial services.
• Proficiency in Java, used to develop and maintain production systems within an electronic trading environment.
• Proficiency in Python and kdb, applied to quantitative research, backtesting, and data analysis.
• Master's or PhD degree in Financial Mathematics, Computer Science, Physics, or a closely related discipline, or equivalent practical experience in a relevant field.
• Clear and concise written and verbal communication skills, with the ability to present complex quantitative findings to both technical and non-technical audiences.

Beneficial skills and qualifications

• Familiarity with EMEA-wide equity markets and cross-asset electronic execution.
• Experience working in a high-impact role collaborating directly with trading, advisory, and technology teams.
• Understanding of robust governance and control standards within a global financial institution.

What we offer

• You will work at the forefront of algorithmic trading, where your research and engineering directly shape market outcomes.
• You can expect a hybrid working model with 3 days in the office and 2 days working remotely, giving you flexibility alongside meaningful team collaboration.
• You’ll thrive in a collaborative, performance-driven environment with direct exposure to EMEA-wide equity markets and cross-asset electronic execution.
• You can leverage continuous learning and professional development opportunities to deepen your technical and quantitative skills.
• You can access competitive financial wellbeing packages, global employee programs, and locally tailored benefits to support your work-life balance.

Most Relevant Skills

Please see the requirements listed above.

Job Family Group: Institutional Trading

Job Family: Quantitative Analysis

Time Type: Full time

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