VP Quantitative Analyst - Execution Algo & Microstructure Research

Citigroup; Hong Kong; Presencial; HKD 1 200 000 - 1 800 000; Tempo integral

Resumo da oferta

Citigroup'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.

The role spans the full research lifecycle, from problem conception to data analysis and delivery of statistically sound solutions, demanding intellectual curiosity and disciplined statistical practice in low signal environments where errors have material costs.

Qualificações

• PhD or Masters in a quantitative field.
• Proficiency in KDB/Q for high-frequency data.
• Expert-level Python for statistical research and data analysis.
• Deep knowledge of APAC equity market microstructure.
• At least 7 years in an execution algorithm role.
• Ability to follow structured development standards and governance.

Conhecimentos

Quantitative analysis

Market microstructure

Execution algorithms

Statistical modelling

Formação académica

PhD or Masters in quantitative discipline

Ferramentas

KDB/Q

Python

Descrição da oferta de emprego

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.

The successful candidate will be expected to contribute across the full research lifecycle - from the initial conception and ideation of analytical problems, through rigorous data analysis, to the delivery of statistically sound solutions. The role demands both intellectual curiosity and the discipline to apply formal statistical methodology in settings where signal extraction is inherently difficult and where the cost of error is material.

Requirements

• PhD or Masters degree 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 the storage, retrieval, and analysis of high-frequency market data, including time-series joins, aggregations, and custom analytics on tick-level order book and trade data.
• Expert-level Python for statistical research and data analysis, including use of the scientific Python stack for modelling, simulation, and the construction of analytical research pipelines.
• Substantive knowledge of the microstructure idiosyncrasies of APAC equity markets , including an appreciation of how market structure differences across the region influence execution behavior, algo performance, and the interpretation of empirical findings.
• A minimum of 7 years of professional experience working within an execution algorithm setting, with a track record of contributing to quantitative research and analysis in support of institutional electronic trading.
• Demonstrated ability to follow structured development standards and best practices , including the production of clean, well-documented research code and adherence to internal review and model governance processes.

Job Family Group: Institutional Trading

Job Family: Quantitative Analysis

Time Type: Full time

Most Relevant Skills: Please see the requirements listed above.

Other Relevant Skills: For complementary skills, please see above and/or contact the recruiter.

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