VP Quantitative Analyst - Execution Algo & Microstructure Research

Citigroup Inc.; Hong Kong; On-site; HKD 1,200,000 - 1,800,000; Full time

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.

Skills

APAC equity markets knowledge

Execution algorithm development

Structured development standards

Statistical research

Education

PhD or Masters in a quantitative discipline

Tools

KDB/Q

Python

Job description

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 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.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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