Quantitative Analyst (Rates Electronic Market Making), VP

Citibank (Switzerland) AG; Greater London; Hybrid; GBP 140,000 - 210,000; Full time

Job summary

Citibank (Switzerland) AG in London is seeking a Quantitative Analyst (Rates Electronic Market Making) to design, build and extend backtesting infrastructure that drives production code paths with historical data for automated market-making models.

You will develop data-driven trading tools and implement backtesting orchestration in Rust, Python, KDB, and Java, while optimizing the pricing and trading stack.

Qualifications

• Extensive experience in the algorithmic trading infrastructure development space.
• Extensive programming experience.
• Technology/programming skills in preferably Rust; C++ and Java would be considered.
• KDB, Python, SQL.
• Experience in messaging and data serialization technologies, market data processing, API design, latency optimization, code testing, build and deployment tools.
• Experience handling large volumes of disparate data sources, including integration and normalization.
• Experience taking ownership of existing technologies, building new ones, and performing technology migrations.
• Working knowledge of rates financial instruments and mathematical tools used in algo trading.
• Clear and concise written and verbal communication skills.

Responsibilities

• Design, build and extend backtesting infrastructure that drives production code paths with historical data.
• Develop data-driven trading tools for the rates desk.
• Implement automated market-making backtesting infrastructure including orchestration across languages.
• Assist with technical implementations of automated market-making models.
• Optimize and streamline technology stack for pricing, hedging and trading analysis.
• Coordinate migrations from legacy systems and adopt new tech.
• Collaborate with Traders, technology professionals and data specialists.
• Ensure governance and control per control functions and Citi policies.

Skills

Algorithmic trading infra

Programming experience

Rust

C++

Java

KDB

Python

SQL

Data serialization

Latency optimization

Risk management knowledge

Written and verbal communication

Education

Master's degree

Tools

Rust

C++

Java

Python

KDB

SQL

Job description

## Quantitative Analyst (Rates Electronic Market Making), VPApply: Hybrid: London United Kingdom: Full time: Posted Today: End Date: October 18, 2026 (10 days left to apply): 26999184The Quantitative Analyst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Strong commercial awareness is a necessity. Excellent communication skills required in order to negotiate internally, often at a senior level. Provides advanced judgment and conducts in-depth quantitative or qualitative analysis to solve problems and develop new, innovative solutions. Required to think beyond existing solutions, assumptions or current knowledge of sophisticated areas. Significant impact on a function and/or the business through making decisions that determine technical approaches and strategies for the area.**Position Objective:*** Design, build and extend backtesting infrastructure that drive production code paths with historical data. This is in the context of automated market-making models for the rates business* Develop, improve and transform existing infrastructure for automated market-making models and data-driven trading tools for the rates business**Responsibilities:*** Implement automated market-making backtesting infrastructure including orchestration, using a wide variety of programming languages, including, Rust, python, KDB, Java* Implement data-driven trading tools* Assist with technical implementations of automated market-making models* Optimize and streamline existing technology stack used for pricing, hedging and trading analysis, including live pricing and backtesting.* Define and develop strategic improvements to the existing technology stack. Keep abreast of technological innovations to facilitate their adoption within the team and coordinate migrations from legacy systems* Keep abreast of technological innovations to facilitate their adoption within the team and coordinate migrations from legacy systems* Collaborate closely with Traders, technology professionals and data specialists* Work in close partnership with control functions such as Legal, Compliance, Electronic Trading Risk Management, Model Risk Management and Market Data Team in order to ensure appropriate governance and control infrastructure* Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.* Define and disseminate technological best practices within the team.* Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.* Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same* Adhere to all policies and procedures as defined by your role which will be communicated to you* Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe* Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.**Qualifications:*** Extensive experience in the algorithmic trading infrastructure development space* Extensive programming experience.* Technology/programming skills in preferably Rust although C++ and Java would be considered. KDB, Python, SQL* Extensive experience in messaging and data serialization technologies, market data processing, API design, latency optimization, code testing, build and deployment tools* Experience handling large volumes of disparate data sources, including integration and normalization* Experience in taking ownership of existing technologies, building new ones, and performing technology migrations.* Working knowledge of rates financial instruments and mathematical tools used in algo trading* Consistently demonstrates clear and concise written and verbal communication skills**Education:**Master’s degree preferred.