APAC Cash Equities Algo Quant: Microstructure & Execution

Citi; Hong Kong; On-site; HKD 1,200,000 - 2,400,000; Full time

Job summary

Citi's APAC Market Quantitative Analysis group is seeking a Microstructure and Execution Algo Analyst to support its Cash Equities business across the Asia-Pacific region.

This is a specialist quantitative role that sits at the intersection of market microstructure research and execution algorithm development, requiring the ability to generate meaningful, actionable insights from environments characterized by low signal-to-noise ratios.

Qualifications

• PhD or Master’s in Mathematics, Statistics, Physics, Computer Science, or related field.
• Expert-level KDB/Q for tick-level market data analysis.
• Proficient Python with scientific stack for modelling and pipelines.
• 7+ years in execution algorithm / quantitative research for electronic trading.
• Adherence to development standards and governance processes.

Responsibilities

• Support Citi's Cash Equities business across the Asia-Pacific region.
• Contribute across the full research lifecycle from ideation to delivery of solutions.
• Deliver statistically sound insights and robust research code.
• Follow structured development standards and governance processes.

Skills

Python programming

Statistical analysis

Data analysis

APAC market knowledge

Education

PhD or Master's in a quantitative field

Tools

KDB/Q

Python (scientific stack)

Job description

Citi's APAC Market Quantitative Analysis group is seeking a Microstructure and Execution Algo Analyst to support its Cash Equities business across the Asia-Pacific region.

This is a specialist quantitative role that sits at the intersection of market microstructure research and execution algorithm development, requiring the ability to generate meaningful, actionable insights from environments characterized by low signal-to-noise ratios.