Citi
Quantitative Analyst, Equities Algorithmic Trading, VP
New York New York United States · Vp · Full-time
Sponsorship not specified$175k-$250kDetected 2 days ago
PythonJavaAlgorithmsMachine LearningData AnalysisStatisticsResearchCollaboration
About the role
- Citi's Markets Quantitative Analysis (MQA) group is seeking a highly skilled VP Quantitative Analyst to join its Equities team.
- Apply statistical modeling and machine learning techniques for data analysis and signal generation.
- Conduct flow analysis and performance tuning for various client flows.
Responsibilities
- Research, design, and implement improvements for existing algorithmic trading strategies (e.g., VWAP, liquidity seeking).
- Develop and enhance quantitative models, including optimal schedule, market impact models, and short-term predictive signals (e.g., fair value).
- Implement algorithm enhancements and customizations with production-quality code, applying best practices for modular, reusable, and robust trading components.
- Data Analysis & Modeling: Perform in-depth analysis of large datasets comprising market data, orders, executions, and derived analytics.
- Provide data and analysis to support initial model validation and ongoing performance analysis.
- Collaboration & Support: Collaborate closely with traders, risk managers, product, sales, and technology teams to integrate quantitative tools into daily workflows and address complex client requests.
- Provide quantitative support and expertise for new product development.
- Risk Management & Compliance: Design and execute backtesting frameworks to assess model performance and robustness under different market conditions.
- Maintain comprehensive documentation of models, methodologies, and validation processes, ensuring adherence to internal standards and regulatory requirements.
- Perform in-depth analysis of large datasets comprising market data, orders, executions, and derived analytics.
Requirements
- Excellent grasp of algorithms and systems development, low latency and high performance computing experience desired.
- Experience with Predictive signal, Market Impact, and Optimal Trading schedule models is desirable.
- Will be required to either already possess or apply upon arrival for Series 7 and 63 licenses.
Nice to have
- Advanced degree (Master's or Ph.D.) in a computer science or quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, Computer Science, or a related discipline preferred.
Skills
- life, accident, and disability insurance
- Programming, software design skills and Java experience desirable.
- Strong programming skills in Python or R (statistical programming languages).
- Experience with numerical libraries and data manipulation.
- Experience with Q/KDB or other time series databases is desirable.
- Licenses: Will be required to either already possess or apply upon arrival for Series 7 and 63 licenses.
- Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.
- For additional information regarding Citi employee benefits, please visit citibenefits.com.
- Our automated processing and AI do not involve relying on automatic or autonomous decision-making.
- Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
- View Citi's EEO Policy Statement and the Know Your Rights poster.
Compensation
- $175,000.00 - $250,000.00 In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
Benefits
- Algorithmic Development & Enhancement: Design and develop new algorithms and strategies for the next generation equity trading platform initiative at Citi.
- Citi offers competitive employee benefits, including:
- medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
Equal opportunity
- If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
This listing is sourced directly from Citi's careers page and normalized into a canonical job model.