Senior Quantitative Analyst-Rates Electronic Market Making

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

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.