Quantitative Analyst FX Electronic Trading

Citigroup; Greater London; Sur place; GBP 90 000 - 150 000; Plein temps

Résumé du poste

Citigroup in London seeks a Quantitative Analyst for FX Electronic Trading to own end-to-end models and algorithms, building automated frameworks and contributing to market making and execution strategies.

You will work closely with trading and sales, write production-quality Python code, and apply statistics to signal analysis, performance attribution, and execution quality measurement in a fast-paced, collaborative environment.

Qualifications

• Master's degree in Mathematics, Statistics, Physics, Computer Science, Engineering or equivalent.
• Strong programming skills: Python essential; Java or C++ exposure.
• Solid grounding in statistics and probability; translate into trading insights.
• Familiarity with FX/electronic trading concepts and market data handling.

Responsabilités

• Design and build automated analytical frameworks to monitor FX trading and algorithmic execution performance.
• Identify, diagnose, and resolve model issues; surface insights proactively.
• Collaborate with sales and trading to collect feedback and translate qualitative desk intuition into quantitative improvements.
• Contribute to research initiatives on electronic market making, execution algorithms, and transaction cost analysis.
• Write clean, production-quality code as a daily habit.

Connaissances

Python

Java/C++ exposure

Statistics

Market microstructure

Data analysis

Software design

Communication

Collaboration

Formation

Master's degree 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.

Key Responsibilities

• Be a core contributor in designing and building automated analytical frameworks to monitor, evaluate, and improve the performance of our FX electronic trading and algorithmic execution strategies
• Act as a first line of defence in identifying, diagnosing, and resolving issues with models and strategies - proactively surfacing insights before they become problems
• Work closely with sales and trading partners in London and globally to gather structured feedback on model and strategy performance, translating qualitative desk intuition into quantitative improvements
• Collaborate with fellow quant team members on research initiatives spanning 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
• Write clean, well-structured, production-quality code as a natural part of your daily workflow, not as an afterthought

Qualifications & Experience

Required

• Relevant prior of experience in a quantitative modelling, analytics, or electronic trading role, ideally within financial markets
• Strong programming skills - Python is essential; Java or C++ exposure is a plus
• Solid grounding in statistics and probability, with genuine intuition for applying these to real trading problems (e.g. signal analysis, performance attribution, execution quality measurement)
• Familiarity with market microstructure and FX or broader electronic trading concepts
• Demonstrated ability to work with market data - tick data, order book data, or execution data
• Strong software design sensibility - you write code you'd be proud to have reviewed

Preferred

• Exposure to machine learning techniques (e.g. classification, regression, clustering) applied to financial or time-series data - not a prerequisite, but genuinely valued
• Experience with algorithmic execution or market making strategies
• Familiarity with transaction cost analysis (TCA) or execution performance benchmarking

Education

Master's degree or higher in a highly quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Engineering, or equivalent)

Personal Attributes

• A builder's mindset - you enjoy creating things from scratch and iterating quickly
• Intellectually restless - you question assumptions and look for better ways to do things
• Strong communication 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

Institutional Trading

Job Family

Quantitative Analysis

Time Type

Full time

Most Relevant Skills

Please see the requirements listed above.

Equal Opportunity Employer

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