Senior Quant - FX Electronic Trading & Algo Execution

Citigroup Inc.; City of Westminster; On-site; GBP 120,000 - 180,000; Full time

Job summary

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.

Responsibilities

• 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.

Skills

Python

Java/C++

Statistics

Market microstructure

Data analysis

Communication

Education

Master's degree or higher in a quantitative discipline

Job description

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.