Quantitative Analyst/Developer: Low-Latency Equity Trading

Citi

New York (NY)

Hybrid

USD 122,000 - 162,000

Full time

9 days ago

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Job summary

Citi is seeking a Quantitative Analyst/Developer to join the electronic execution team in London. You will design and optimize high-performance trading systems using Java and Rust, supporting cash equity algorithms and microstructure research for internal and agency desks.

You will work with traders, risk, and compliance to ensure governance while delivering robust, low-latency solutions in a fast-paced environment.

Qualifications

Master's or PhD in Financial Mathematics, Computer Science, Physics, or a related quantitative field, or equivalent practical experience.
Strong programming in Java, Python, and kdb.
Experience in development or performance enhancement of execution algorithms or similar quantitative roles.
Clear written and verbal communication of complex technical concepts.
Commitment to regulatory compliance and ethical judgment in business practices.

Responsibilities

Develop and support the electronic execution platform for cash equity algorithmic trading using Java, Rust, or other cutting-edge technologies.
Conduct microstructure research and analysis of EMEA equity markets with quantitative methods.
Build backtesting frameworks and prototyping projects in Python and kdb.
Monitor and optimize platform performance for ultra-low latency and high throughput.
Collaborate with traders, sales traders, and tech teams to deliver robust trading solutions.
Coordinate with Legal, Compliance, Risk, Audit, and Finance for governance and controls.