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MQA - Equities Algorithmic Trading Quantitative Analyst – Associate/AVP

Job Req ID 22488054 Primary Location New York, New York Job Category Institutional Trading
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The Algorithmic Trading Quant team is part of the Citi ICG Markets group 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 and works with specific focus on North America and LATAM markets.

Development Value:

As an opportunity to work in a fast-paced environment and as a member of a quant group that develops cutting-edge algorithmic trading strategies, this position offers the opportunity to combine strong quantitative, technical and soft skills to foster innovation in a collaborative team culture. 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.


  • Research and analyze ideas for enhancing existing and developing new algorithms, models and short term predictive signals.
  • Perform analysis of large data sets comprising of market data, orders, executions and derived analytics.
  • Support and develop various core models and predictive signals used by various execution algorithms.
  • Perform research on market microstructure and market impact models
  • Provide data and analysis supporting initial model validation and ongoing performance analysis
  • Conduct performance analysis & tuning of various clients flows
  • Enhance and use trading simulator and other tools to tune various execution algorithms.
  • Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe.
  • Collaborate with Sales, Trading and Product teams
  • Adhere to all policies, procedures and personal conduct requirements as defined for your role


  • Good understanding of US cash equities and market microstructure.
  • Minimum 3 years of experience in trading environment of which 2 years should be in research and development of agency execution algorithms models or high frequency trading strategies or statistical research.
  • Experience with predictive signals, market impact and optimal trade scheduling models
  • Strong analytical and quantitative skills
  • Proficiency with Python or R
  • Experience with Q/KDB or time series databases is highly desirable
  • Knowledge of Java or C++ is highly desirable
  • Good communication skills, both verbal and written
  • Ability to juggle multiple tasks and projects in a fast paced work environment


  • Masters or PhD in Mathematics, Physics, Engineering, Computer Science, Economics or related field
  • Applicable licenses: Will be required to either already have or apply upon arrival for Series 7 and 63.


Job Family Group:

Institutional Trading


Job Family:

Quantitative Analysis


Time Type:

Full time


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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

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