VP Quant: Rates Market Making & Backtesting

06500 Citigroup Global Markets Limited; England; On-site; GBP 120,000 - 180,000; Full time

Job summary

Citigroup Global Markets Limited seeks a Quantitative Analyst to design and extend backtesting infrastructure for automated market-making models in the rates desk. You will translate trends into production-ready tooling and collaborate with traders and data specialists.

The role requires extensive programming experience (Rust, C++, Java, Python) and strong communication skills to align with legal, risk, and control functions. Master’s degree preferred.

Qualifications

• Extensive experience in algorithmic trading infrastructure.
• Strong programming experience in Rust, C++, or Java.
• Experience with data processing, latency optimization, and APIs.

Responsibilities

• Design, build and extend backtesting infrastructure for automated market-making models.
• Develop data-driven trading tools for the rates business.
• Implement automated backtesting infrastructure including orchestration with Rust, Python, KDB, Java.
• Collaborate with Traders, technology professionals and data specialists.
• Coordinate with Legal, Compliance, and Risk teams for governance and control.

Skills

Algorithmic trading

Rust

C++

Java

Python

SQL

Latency optimization

Education

Master's degree preferred

Tools

KDB

Job description

Citigroup Global Markets Limited seeks a Quantitative Analyst to design and extend backtesting infrastructure for automated market-making models in the rates desk. You will translate trends into production-ready tooling and collaborate with traders and data specialists.

The role requires extensive programming experience (Rust, C++, Java, Python) and strong communication skills to align with legal, risk, and control functions. Master’s degree preferred.