VP - Equity Algo Trading & Quant Research

Citi; New York (NY); Hybrid; USD 175,000 - 250,000; Full time

Job summary

Citi is seeking a VP Quantitative Analyst to join its Equities team in New York. The role focuses on designing, implementing, and maintaining cutting-edge execution algorithms for North America and LATAM markets, delivering high-performance quantitative models and robust production code.

The position requires an advanced degree and 5+ years' experience in trading or real-time algorithm development, with emphasis on agency execution and smart order routing. Hybrid work setup in NYC is offered.

Qualifications

• Advanced degree (MS or PhD) in a quantitative field or CS is preferred.
• Minimum 5 years of experience in trading or real-time algorithm development with at least 3 years in agency execution algorithms or smart order routing.
• Strong knowledge of algorithms, low latency and high‑performance computing is desirable.
• Experience with Predictive signal, Market Impact, and Optimal Trading schedule models is desirable.

Responsibilities

• Design and develop new execution algorithms for Citi's equity platforms.
• Analyze large market data, build quantitative models, and validate strategies.
• Collaborate with traders, risk, product, sales, and technology teams to deploy tools.
• Backtest frameworks and documentation to ensure governance and compliance.
• Support new product development with quantitative insights.

Skills

Stochastic calculus

Probability theory

Statistical modeling

Python

R

Time series analysis

Education

Master's or PhD in quantitative field or CS

Tools

Java

Q/KDB

Job description

Citi is seeking a VP Quantitative Analyst to join its Equities team in New York. The role focuses on designing, implementing, and maintaining cutting-edge execution algorithms for North America and LATAM markets, delivering high-performance quantitative models and robust production code.

The position requires an advanced degree and 5+ years' experience in trading or real-time algorithm development, with emphasis on agency execution and smart order routing. Hybrid work setup in NYC is offered.