APAC Microstructure & Execution Quant Analyst

Citigroup Inc.

Hong Kong

On-site

HKD 1,200,000 - 1,800,000

Full time

14 days+

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Job summary

Citigroup Inc. in APAC seeks a Microstructure and Execution Algo Analyst to support its Cash Equities business across the Asia-Pacific region.

This specialist quant role blends market microstructure research with execution algorithm development to generate actionable insights from low-signal environments. The candidate will contribute across the full research lifecycle—from ideation and data analysis to delivering statistically sound solutions—requiring curiosity, discipline, and adherence to

Qualifications

PhD or Masters in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a closely related field.
Proficiency in KDB/Q as a primary tool for high-frequency data storage, retrieval, and analysis.
Expert-level Python for statistical research and data analysis using the scientific Python stack.
Minimum 7 years of professional experience in an execution algorithm setting, with a track record in quantitative research for institutional electronic trading.
Demonstrated ability to follow structured development standards and governance processes.

Responsibilities

Contribute across the full research lifecycle—from conception and ideation to delivering statistically sound solutions.
Analyze high-frequency market data and develop robust execution algorithms.
Communicate findings with clear documentation and governance-compliant pipelines.