Job added in hotlist
Applied job
Contract job
90-day-old-job
part-time-job
Recruiter job
Employer job
Expanded search
Apply online not available
View more jobs in New York City, NY
View more jobs in New York

Job Details

MQA - Algorithmic Trading Quantitative Analyst Associate/VP

Company name
Citigroup Inc

Location
New York City, NY

Apply for this job






12 hit(s)  

Profile

MQA - Algorithmic Trading Quantitative Analyst – Associate/VP

Expertise:

Trading/Derivatives

Primary Location:

United States,New York,New York

Education:

Master's Degree

Job Function:

Trading

Schedule:

Full-time

Shift:

Day Job

Employee Status:

Regular

Travel Time:

No

Job ID:

18011342

Description

About Citi:

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citi's Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

Business Overview:

The Equity Execution Quantitative Analysis group is responsible for research and development of execution algorithm models and analytics for the Equities Division within Citi Markets. As part of the front office, the team supports the trading business in all quantitative aspects. The execution algorithms and analytics are offered to Citi's institutional clients and internal trading desks.

Key Responsibilities:

This candidate will report to the regional head of the Equity Electronic Execution Quant group. The candidate will be involved in the development of the algorithm platform, the algorithmic models and the support of the day to day activities of the Electronic Execution business. They will be part of the Global Electronic Quant team and will contribute into all regions but with a particular focus on the US and LATAM markets. The platform includes execution algos, real time signals, machine learning based recommendation models and analytics associated with the measurement of algo performance. Where a candidate has experience, there are many opportunities for running projects on a regional and global basis.

Key activities will include:

Researching and implementing ideas for improving trade scheduling, order placement and order routing models used by various equity trading algorithms with the objective of providing best in class execution performance

Researching and implementing new algorithms and new approaches such as machine learning for optimal trade execution and order routing

Performing analysis of large data sets comprising of market data, orders, executions to understand algorithm performance and develop signals and analytics to improve performance

Enhance the model development and simulation frameworks

Implement client and desk requests for bespoke algorithms. Support client enquiries and assist with performance analysis and reporting

Development Value:

Opportunity to work in a fast-paced environment as a member of a quant group that develops cutting-edge algorithmic trading strategies. The position offers the opportunity to combine strong technical and quantitative skills to foster innovation, coupled with soft skills in developing internal and external client relationships.

Qualifications

Knowledge/Experience:

Good understanding of US equity trading and market microstructure.

Knowledge of algorithmic trading (order books, volume forecasting, equity impact cost models etc.).

Minimum 3 years of experience in trading environment of which minimum 2 years should be developing execution algorithms, or high frequency trading strategies.

Experience applying statistical modelling and machine learning towards analysis of large data sets.

Skills/Competencies:

Strong analytical and quantitative skills and experience using statistical programming languages such as R or Python

Object oriented programming (Java, C ).

Experience with Q/KDB or time series tick databases desirable

Good communication skills, both verbal and written. This role will require interaction with clients and contributing to white papers

Ability to juggle multiple tasks and projects in a fast paced work environment

Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organizational success.

Qualifications:

PhD or Masters in Mathematics, Physics, Finance, Statistics, Computer Science or a related field.

Applicable licenses: Will be required to already have or apply for Series 7 and 63.

Region/Country:

Americas, United States

States/Counties:

New York

City:

New York

Address:

Post Date:

06/06/2018

Company info

Citigroup Inc
Website : http://www.citigroup.com

Company Profile
Citi works tirelessly to provide consumers, corporations, governments and institutions with a broad range of financial products and services. We strive to create the best outcomes for our clients and customers with financial solutions that are simple, creative and responsible.

Similar Jobs:
Senior Quantitative Risk Analyst
Location : New York City, NY
Job Description A New York investment advisor is looking for a senior risk analyst with strong credit knowledge and expertise in risk. The analyst will be responsible for working with portfolio managers on risk management, calcula...
Programmatic Trader
Location : New York City, NY
Job Description\nProgrammatic Trader\rDo you have a passion for problem solving and data analysis? Do you enjoy turning advertiser objectives into measurable KPIs and implementing campaign tactics to exceed those KPIs? If you answ...
Trading Assistant
Location : Whippany, NJ
We are currently looking for a Trading Assistant in our corporate office to be responsible for supporting the trading operations in our Product Supply Department. As a Trading Assistant, you will partner with Traders, Buyers, Disp...
What I liked about the service is that it had such a comprehensive collection of jobs! I was using a number of sites previously and this took up so much time, but in joining EmploymentCrossing, I was able to stop going from site to site and was able to find everything I needed on EmploymentCrossing.
John Elstner - Baltimore, MD
  • All we do is research jobs.
  • Our team of researchers, programmers, and analysts find you jobs from over 1,000 career pages and other sources
  • Our members get more interviews and jobs than people who use "public job boards"
Shoot for the moon. Even if you miss it, you will land among the stars.
TradingCrossing - #1 Job Aggregation and Private Job-Opening Research Service — The Most Quality Jobs Anywhere
TradingCrossing is the first job consolidation service in the employment industry to seek to include every job that exists in the world.
Copyright © 2018 TradingCrossing - All rights reserved. 21