Citi · 5 hours ago
Quantitative Analyst, Equities Algorithmic Trading, VP
New York New York United States
Full-time
Hybrid
Mid, Senior Level
$175K/yr - $250K/yr
5+ years expCiti's Markets Quantitative Analysis (MQA) group is seeking a highly skilled VP Quantitative Analyst to join its Equities team. This role involves the research, design, implementation, and maintenance of Equities Execution Algorithms, focusing on innovation within a collaborative team culture and directly impacting trading businesses and clients.
BankingFinanceFinancial Services
Responsibilities
Research, design, and implement improvements for existing and new 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
Perform in-depth analysis of large datasets comprising market data, orders, executions, and derived analytics
Apply statistical modeling and machine learning techniques for data analysis and signal generation
Conduct flow analysis and performance tuning for various client flows
Provide data and analysis to support initial model validation and ongoing performance analysis
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
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
Work in partnership with Risk & Control, Legal, Compliance & Audit teams to ensure appropriate governance and compliance with industry regulations
Appropriately assess risk when making business decisions, safeguarding Citigroup, its clients, and assets, and escalating control issues with transparency
Adhere to Citi’s Code of Conduct, policies, and procedures, fostering a culture of responsible finance and ethics
Qualification
Required
Advanced degree (Master's or Ph.D.) in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, Computer Science, or a related discipline
Minimum 5 years of experience in quantitative analysis or model development within a trading environment at a financial institution, with at least 3 years focused on research and development of agency execution algorithms, smart order routing strategies, liquidity seeking strategies, market making strategies, or high-frequency trading strategies
Strong understanding of US Equity Algorithmic Trading and Market Microstructure
Strong analytical and quantitative skills with a solid understanding of stochastic calculus, probability theory, and statistical modeling techniques
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
Will be required to either already possess or apply upon arrival for Series 7 and 63 licenses
Preferred
Knowledge of ETF trading is a plus
Experience with Predictive signal, Market Impact, and Optimal Trading schedule models is desirable
Experience with Q/KDB or other time series databases is desirable
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
Company
Citi
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
10001+ employees
H1B Sponsorship
Citi has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
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2025 (1386)
2024 (849)
2023 (1375)
2022 (1117)
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2020 (901)
Funding
Current Stage
Late StageLeadership Team
James Monahan
Managing Director / Global Head of Asset Servicing
Naveed Sultan
Managing Director, Chairman, Institutional Clients Group
Recent News
2026-01-20
2026-01-15
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