APAC Microstructure & Execution Algo Quant Analyst

Citi; Hong Kong; On-site; HKD 1,500,000 - 2,300,000; Full time

Job summary

Citi's APAC Market Quantitative Analysis group seeks a Microstructure and Execution Algo Analyst to support its Cash Equities business across the Asia-Pacific region. This specialist role blends market microstructure research with execution algorithm development to extract meaningful insights from low signal environments.

The candidate will drive the full research lifecycle—from ideation and data analysis to delivering statistically sound solutions—while adhering to formal methodologies and

Qualifications

• PhD or Master’s degree in a quantitative discipline (Math, Stats, Physics, CS, Financial Eng, etc.).
• Proficiency in KDB/Q for high-frequency data storage, retrieval, and analysis.
• Expert-level Python for statistical research and data analysis.
• Knowledge of APAC equity market microstructure and how structure differences affect execution and algo performance.
• 7+ years of professional experience in an execution algorithm setting with quantitative research contributions.
• Ability to follow structured development standards and governance processes.

Responsibilities

• Contribute across the full research lifecycle from ideation to rigorous data analysis and delivery of statistically sound solutions.
• Develop and validate execution algorithms and interpret empirical findings in APAC markets.
• Produce clean, well-documented research code and adhere to internal review processes.

Skills

KDB/Q

Python (SciPy)

APAC microstructure knowledge

Execution algorithm development

Research code governance

Education

PhD or Master’s in quantitative field

Job description

Citi's APAC Market Quantitative Analysis group seeks a Microstructure and Execution Algo Analyst to support its Cash Equities business across the Asia-Pacific region. This specialist role blends market microstructure research with execution algorithm development to extract meaningful insights from low signal environments.

The candidate will drive the full research lifecycle—from ideation and data analysis to delivering statistically sound solutions—while adhering to formal methodologies and