Equities Algorithmic Trading Quantitative Analyst, Vice President, Mqa

Citi

New York, New York, United States
Base: $175,000.00 - $250,000.00; bonus/equity: dis...
5+ years trading environment experience
3+ years algorithm research and development
Strong java programming skills
The role involves improving existing trading algorithms through model research and implementation to ensure best-in-class execution performance

Job Summary

  • The role involves improving existing trading algorithms through model research and implementation to ensure best-in-class execution performance.
  • Candidates will analyze large datasets comprising market data, orders, and executions to develop new liquidity-seeking strategies and predictive signals.
  • The position offers a competitive salary range of $175,000 to $250,000 along with comprehensive benefits including medical, dental, vision, and 401(k) coverage.

Matching Summary

The role involves improving existing trading algorithms through model research and implementation to ensure best-in-class execution performance.

Salary

Base: $175,000.00 - $250,000.00; Bonus/Equity: Discretionary and formulaic incentive and retention awards available; Benefits: Medical, dental, vision, 401(k), life insurance, paid time off

Skills & Requirements

Must-have

  • 5+ years trading environment experience
  • 3+ years algorithm research and development
  • Strong Java programming skills
  • Statistical modeling and machine learning
  • US Equity Algorithmic Trading knowledge

Nice-to-have

  • Experience with low latency systems
  • Knowledge of C++ programming language
  • Familiarity with Q/KDB time series databases
  • Python or R statistical programming skills
  • Predictive signal and market impact models

Key Requirements

  • Masters or PhD in Finance, Mathematics, Engineering, or Computer Science
  • Series 7 and Series 63 licenses required or applicable upon arrival
  • Minimum 3 years software development experience
  • Minimum 3 years in agency execution or smart order routing strategy

Work Rights

Not specified

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