Quantitative Analyst FX Electronic Trading

Citigroup Inc.; City of Westminster; Sur place; GBP 120 000 - 180 000; Plein temps

Résumé du poste

Citi is seeking a senior quantitative analyst in London to join the FX electronic trading quant team. You will own end-to-end analytics for automated trading, develop scalable models, and contribute to market making and algorithmic execution.

You thrive on writing clean, production-ready Python code, applying statistics to real trading problems, and collaborating with trading and sales colleagues worldwide. Prior experience in quantitative modelling and market microstructure is desirable.

Qualifications

• Proven ability in building quantitative models and analytics for FX electronic trading.
• Strong grounding in statistics and probability applied to trading problems.
• Familiarity with market data, tick data, order book data, or execution data.

Responsabilités

• Design and build automated analytical frameworks to monitor and improve FX electronic trading and execution strategies.
• Identify, diagnose, and resolve issues with models and strategies; surface insights before they become problems.
• Collaborate with sales and trading partners in London and globally to translate desk intuition into quantitative improvements.
• Contribute to research initiatives spanning electronic market making, execution algorithms, and transaction cost analysis.
• Write clean, production-quality code as a daily habit, not an afterthought.

Connaissances

Python

Java/C++

Statistics

Market microstructure

Data analysis

Communication

Formation

Master's degree or higher in a quantitative discipline

Description du poste

The Quantitative Analyst is a strategic professional who stays abreast of developments within the field of quantitative finance and electronic trading, and actively contributes to the direction of the business by applying that knowledge to real, high-impact problems. As a core member of the FX Electronic Trading quant team in London, this role sits at the heart of our electronic market making and algorithmic execution business - not on the periphery. The successful candidate will be someone who thrives on building, enjoys coding as a craft, and is energised by challenging the status quo., This is a senior associate to junior VP-level position for a hands‑on quantitative professional who takes end‑to‑end ownership of meaningful deliverables, works closely with trading and sales partners, and contributes to a team where every member bears full responsibility for the quality and performance of our models and strategies.,

• Be acore contributorin designing and building automated analytical frameworks to monitor, evaluate, and improve the performance of our FX electronic trading and algorithmic execution strategies
• Act as afirst line of defencein identifying, diagnosing, and resolving issues with models and strategies - proactively surfacing insights before they become problems
• Work closely withsales and trading partners in London and globallyto gather structured feedback on model and strategy performance, translating qualitative desk intuition into quantitative improvements
• Collaborate with fellow quant team members onresearch initiativesspanning electronic market making, execution algorithms, and transaction cost analysis
• Challenge existing approaches- bring fresh perspectives, propose improvements, and drive iterative development of our quantitative toolkit
• Writeclean, well-structured, production-quality codeas a natural part of your daily workflow, not as an afterthought
• Relevant prior of experience in a quantitative modelling, analytics, or electronic trading role, ideally within financial markets
• Strongprogramming skills- Python is essential; Java or C++ exposure is a plus
• Solid grounding instatistics and probability, with genuine intuition for applying these to real trading problems (e.g. signal analysis, performance attribution, execution quality measurement)
• Familiarity withmarket microstructureand FX or broader electronic trading concepts
• Demonstrated ability to work withmarket data- tick data, order book data, or execution data
• Strongsoftware design sensibility- you write code you'd be proud to have reviewed

Preferred

• Exposure tomachine learning techniques(e.g. classification, regression, clustering) applied to financial or time-series data - not a prerequisite, but genuinely valued
• Experience withalgorithmic executionor market making strategies
• Familiarity withtransaction cost analysis (TCA)or execution performance benchmarking, Master's degree or higher in ahighly quantitative discipline(Mathematics, Statistics, Physics, Computer Science, Engineering, or equivalent), Abuilder's mindset- you enjoy creating things from scratch and iterating quickly
• Intellectually restless- you question assumptions and look for better ways to do things
• Strongcommunication skills, able to translate complex quantitative findings into clear, actionable insights for trading and sales stakeholders
• Collaborative and low-ego - you contribute to a team where everyone pulls their weight

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.