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Cash Equities Quantitative Analyst

https://www.citi.com/ Logo

Citi

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Location:
United Kingdom , London

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Category:
Finance

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Contract Type:
Not provided

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Salary:

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Job Description:

Are you a highly motivated Quantitative Analyst looking for a front‑office role where your work directly shapes trading decisions, optimises execution, and drives P&L impact? Citi’s Cash Equities Central Risk team is seeking an experienced quant to design and enhance systematic trading components that sit at the core of our execution and internalization strategy. This is a unique opportunity to apply your quantitative expertise, technical skills, and market intuition in a fast‑paced, high‑impact environment.

Job Responsibility:

  • Research, design, implement, and maintain systematic trading components such as the SI, portfolio optimiser/hedger, analytics modules, estimators, and predictive signals
  • Build robust analytics and reporting tools to identify internalization, pricing, and execution opportunities that drive P&L growth and cost efficiency
  • Partner closely with traders, risk managers, and technology teams to refine models, productionize code, and influence execution strategy in real time
  • Work with control partners (Legal, Compliance, Market/Credit Risk, Audit, and Finance) to ensure a strong governance and control framework
  • Promote a culture of responsible finance, good governance, effective supervision, and sound expense discipline
  • Exercise sound risk judgement in business decisions, safeguarding the firm’s reputation and ensuring compliance with all applicable laws, policies, and supervisory requirements
  • Adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, while maintaining all required registrations and licenses

Requirements:

  • Master’s or PhD in a quantitative, scientific, or technical discipline — such as Statistics, Mathematics, Engineering, Computer Science, or related fields
  • Deep expertise in statistical methods and inference, including regression, optimization, and time series analysis
  • Advanced programming capability in at least one of: KDB+/q, Java, C++, or Python, with demonstrated experience delivering production‑quality systems
  • Strong experience with data processing and analytics libraries (e.g., NumPy, Pandas) and comfort working with large‑scale datasets
  • Familiarity with software engineering best practices, including testing frameworks, continuous integration, and version control (e.g., Git)
  • Experience in a similar front‑office quant role within Central Risk, Execution, or broader Equities is strongly preferred
  • Ability to communicate complex concepts clearly and collaborate effectively with both technical and non‑technical stakeholders
  • Strong analytical mindset, meticulous attention to detail, and the ability to solve complex quantitative problems under pressure
  • Commercial awareness and the diplomacy needed to influence and persuade stakeholders

Nice to have:

  • Proficiency in KDB+/q
  • Knowledge of equity market microstructure, liquidity modelling, or trade execution algorithms
  • Understanding of quantitative risk management and portfolio theory
  • Experience with execution and central risk platforms and their integration with trading systems
  • Familiarity with feature engineering or machine learning techniques applied to financial markets
What we offer:
  • 27 days annual leave (plus bank holidays)
  • A discretionary annual performance related bonus
  • Private Medical Care & Life Insurance
  • Employee Assistance Program
  • Pension Plan
  • Paid Parental Leave
  • Special discounts for employees, family, and friends
  • Access to an array of learning and development resources

Additional Information:

Job Posted:
March 01, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
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