Senior Quant: Execution Algos & Microstructure (APAC)

Citibank (Hong Kong) Limited; Hong Kong; Presencial; HKD 1 500 000 - 2 100 000; Tempo integral

Resumo da oferta

Citibank (Hong Kong) Limited'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.

Qualificações

• PhD or Masters degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or related field.
• Proficiency in KDB/Q for storage, retrieval, and analysis of high-frequency market data including tick-level order book and trade data.
• Expert-level Python for statistical research, data analysis, and building analytical research pipelines.
• Substantive knowledge of APAC equity market microstructure and how regional differences affect execution behavior and algo performance.
• Minimum of 7 years of professional experience in an execution algorithm setting with a track record in quantitative research and institutional electronic trading.
• Demonstrated ability to follow structured development standards and governance processes with clean, well-documented research code.

Responsabilidades

• Contribute across the full research lifecycle from ideation to rigorous data analysis and delivery of statistically sound solutions.
• Bridge market microstructure research with execution algorithm development for the Cash Equities business across APAC.
• Follow development standards and governance processes to ensure reproducible research and robust models.

Conhecimentos

KDB/Q

Python

APAC equity markets knowledge

Quantitative research

Research & data analysis

Code governance

Formação académica

PhD or Masters in quantitative field

Ferramentas

KDB/Q

Python

Descrição da oferta de emprego

Citibank (Hong Kong) Limited'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.