Equities Algorithmic Trading Quantitative Analyst, MQA – VP

Citi • New York, NY

3d • $175,000 - $250,000 • Onsite

About The Position

The Algorithmic Trading Quant team is part of Citi Global Markets and is responsible for the research, design, implementation, and maintenance of Equities Execution Algorithms and related Trading Products offered to Citi’s institutional clients and internal trading desks. The team collaborates with global teams, with a specific focus on North America and LATAM markets. The Algorithmic Trading Quant team is seeking a highly skilled and motivated Senior Java Engineer to join our NAM Equities Cash Quant team. This is a unique opportunity to work at the intersection of quantitative finance, be part of the design and development of high-performance trading systems, and leverage AI-assisted software development lifecycle with Large Language Models (LLMs). It is an opportunity to be involved in challenging new initiatives, learn the latest developments in the Electronic Trading domain, and be part of Citi’s growing Equity Trading franchise.

Requirements

• Extensive experience (5+ years) in Java development, with a strong focus on high-performance, concurrent, and low-latency systems.
• Experience in redesigning a trading system will be a plus.
• Experience working in a development environment with an AI-integrated software development lifecycle is highly preferred.
• Deep understanding of data structures, algorithms, and object-oriented design principles.
• Preferred candidates will exhibit experience in a financial trading environment, of which a minimum of 3 years should be in research and development of agency execution algorithms, smart order routing strategy, liquidity seeking strategies, market making strategies, or high-frequency trading strategies.
• Preferred candidates will have an understanding of US Equity Algorithmic Trading and Market Microstructure.
• Preferred candidates will have experience applying statistical modeling and machine learning towards the analysis of large data sets.
• Experience with Q/KDB or time series databases is desirable.
• Good communication skills, both verbal and written.
• Ability to juggle multiple tasks and projects in a fast-paced work environment.
• Master's or PhD in Finance, Mathematics, Engineering, Computer Science, or a related field.
• Strong candidates with a Bachelor's degree with relevant experience will be considered.
• Applicable licenses: Will be required to either already have or apply upon arrival for Series 7, 57, and 63.

Nice To Haves

• Experience in redesigning a trading system
• Experience working in a development environment with an AI-integrated software development lifecycle
• Experience in a financial trading environment, of which a minimum of 3 years should be in research and development of agency execution algorithms, smart order routing strategy, liquidity seeking strategies, market making strategies, or high-frequency trading strategies.
• Understanding of US Equity Algorithmic Trading and Market Microstructure.
• Experience applying statistical modeling and machine learning towards the analysis of large data sets.
• Experience with Q/KDB or time series databases is desirable.
• We encourage passionate and talented low-latency Java development engineers who are interested in breaking into finance to apply.

Responsibilities

• Designing, developing, and optimizing next-generation equity trading platforms.
• Translating complex financial models and strategies into robust, scalable, and low-latency Java applications.
• Driving the adoption and integration of AI and Large Language Models (LLMs) into the software development lifecycle, exploring applications for automated code generation, intelligent debugging, predictive maintenance, and enhanced testing.
• Researching and analyzing ideas for enhancing existing and developing new algorithms (such as liquidity seeking), models (such as market impact models), and short-term predictive signals (such as fair value).
• Performing analysis of large data sets comprising market data, orders, executions, and derived analytics.
• Enhancing the trading model development and simulation frameworks.
• Working in close partnership with the Coverage desk, Technology teams, and control functions such as Legal, Compliance, and Audit in order to ensure appropriate governance and control infrastructure.
• Building a culture of responsible finance, good governance and supervision, expense discipline, and ethics.
• Being familiar with and adhering to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensuring that all team members understand the need to do the same.
• Adhering to all policies and procedures as defined by your role, which will be communicated to you.
• Obtaining and maintaining all registrations/licenses which are required for your role, within the appropriate timeframe.
• Appropriately assessing risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets, by driving compliance with applicable laws, rules, and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct, and business practices, and escalating, managing, and reporting control issues with transparency.

Benefits

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: Associate degree