VP Quantitative Analyst - Execution Algo & Microstructure Research

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

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.

• PhD or Masters degree in a quantitative discipline, such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a closely related field.
• Proficiency inKDB/Qas 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-levelPythonfor 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 ofAPAC 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 of7 years of professional experienceworking 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 structureddevelopment standards and best practices, including the production of clean, well-documented research code and adherence to internal review and model governance processes.

Time Type: Full time

Job Family Group: Institutional Trading

Job Family: Quantitative Analysis

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