Strategic Quant Developer - Rates Electronic Market Making

Citi; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Citigroup's London-based Quantitative Analyst role focuses on designing and building backtesting infrastructure for automated market-making in rates. You will develop and implement data-driven trading tools and pricing models, while continuously improving the tech stack for live pricing and backtesting.

Strong programming skills and strategic thinking are essential for this senior role. You will collaborate with Traders, technology specialists and control functions to ensure governance, risk

Qualifications

• Extensive experience in the algorithmic trading space.
• Extensive programming experience across multiple languages.
• Strong written and verbal communication skills for senior stakeholder interaction.
• Master’s degree preferred in a quantitative field.

Responsibilities

• Design, build and extend backtesting infrastructure for automated market-making models.
• Develop and implement data-driven trading tools and hedging/price predictors.
• Optimize the technology stack for pricing, hedging and live/backtesting workflows.
• Collaborate with Traders, technology professionals and data specialists to align on governance and controls.

Skills

Algorithmic trading

Programming experience

Communication skills

Education

Master’s degree preferred

Tools

Rust

C++

Java

KDB

Python

SQL

Job description

Citigroup's London-based Quantitative Analyst role focuses on designing and building backtesting infrastructure for automated market-making in rates. You will develop and implement data-driven trading tools and pricing models, while continuously improving the tech stack for live pricing and backtesting.

Strong programming skills and strategic thinking are essential for this senior role. You will collaborate with Traders, technology specialists and control functions to ensure governance, risk