Cash Equities Quantitative Analyst, Vice President

Citigroup

London, England, United Kingdom
Competitive base salary; discretionary annual perf...
Hybrid
Master's or phd in quantitative discipline
Advanced programming in kdb+/q, java, c++, or python
Statistical methods including regression and optimization
This role involves designing and maintaining systematic trading components such as the Systematic Internalizer and portfolio optimizers to directly influence trading decisions and P&L

Job Summary

  • This role involves designing and maintaining systematic trading components such as the Systematic Internalizer and portfolio optimizers to directly influence trading decisions and P&L.
  • Candidates will work closely with traders, risk managers, and technology partners to refine models and productionize code in a fast-paced environment.
  • The position offers a competitive base salary, discretionary annual performance bonus, and comprehensive benefits including private medical care and pension plans.

Matching Summary

This role involves designing and maintaining systematic trading components such as the Systematic Internalizer and portfolio optimizers to directly influence trading decisions and P&L.

Salary

Competitive base salary; Discretionary annual performance related bonus; Benefits include 27 days annual leave, private medical care, and pension plan

Skills & Requirements

Must-have

  • Master's or PhD in quantitative discipline
  • Advanced programming in KDB+/q, Java, C++, or Python
  • Statistical methods including regression and optimization
  • Experience with large-scale data processing libraries
  • Front-office quant experience in Central Risk or Execution

Nice-to-have

  • Knowledge of equity market microstructure
  • Machine learning techniques for financial markets
  • Experience with feature engineering
  • Understanding of quantitative risk management
  • Proficiency in software engineering best practices

Key Requirements

  • Master's or PhD in Statistics, Mathematics, Engineering, or Computer Science
  • Deep expertise in statistical inference and time series analysis
  • Strong analytical mindset with ability to solve complex problems under pressure

Work Rights

Not specified

Tailored Resume

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