VP Quant Analyst, Equities Algorithms & ML

Citigroup Inc.; New York (NY); On-site; USD 175,000 - 250,000; Full time

Benefits offered by this job

Medical, dental, vision coverage

401(k)

Life and disability insurance

Paid time off

Job summary

Citigroup Inc. in New York seeks a VP Quantitative Analyst to lead the research, design, implementation and maintenance of cutting-edge equity execution algorithms for Citi’s clients and desks, focusing on North America and LATAM markets.

Advanced degree and 5+ years in trading/real-time algo development are expected. You will collaborate with traders, risk, product and tech teams, build backtests, and ensure robust, compliant solutions with strong data modeling and Python/R usage.

Qualifications

• Advanced degree in a quantitative field preferred.
• Minimum 5 years in trading or real-time algo development in a financial institution.
• Experience with agency execution algorithms, smart order routing or high-frequency strategies is desirable.

Responsibilities

• Design and develop new equity trading algorithms and strategies.
• Research, design and implement improvements for existing algorithmic strategies (e.g., VWAP, liquidity seeking).
• Collaborate with traders, risk managers, product, sales and technology teams to deploy tools.
• Design backtesting frameworks and document models, methods and validation.

Skills

Java

Python

R

Statistical modeling

Data analysis

Education

Master’s or Ph.D. in a quantitative field

Tools

Q/KDB

Job description

Citigroup Inc. in New York seeks a VP Quantitative Analyst to lead the research, design, implementation and maintenance of cutting-edge equity execution algorithms for Citi’s clients and desks, focusing on North America and LATAM markets.

Advanced degree and 5+ years in trading/real-time algo development are expected. You will collaborate with traders, risk, product and tech teams, build backtests, and ensure robust, compliant solutions with strong data modeling and Python/R usage.