Quantitative Analyst FX Electronic Trading

Overview

As part of Citi’s FX Electronic Trading quant team in London, you apply quantitative finance expertise to real, high-impact problems shaping electronic market making and algorithmic execution. You own end-to-end deliverables and collaborate with trading and sales to translate desk insights into quantitative improvements. You will design automated analytics to monitor and improve performance, and contribute to research across market making, execution, and cost analysis. This role offers hands-on coding, production-quality work, and a chance to challenge the status quo in a fast-paced environment.

Responsibilities

• Design and build automated analytical frameworks to monitor and improve FX electronic trading and algorithmic execution performance
• Act as first line of defense to diagnose and resolve model/strategy issues and surface insights proactively
• Collaborate with sales and trading globally to gather feedback and translate it into quantitative improvements
• Work with team on research initiatives spanning electronic market making, execution algorithms, and transaction cost analysis
• Challenge existing approaches and drive iterative development of the quantitative toolkit
• Write clean, production-quality code as part of daily workflow

Key requirements

• Relevant experience in quantitative modelling, analytics, or electronic trading in financial markets
• Strong programming skills with Python essential; Java or C++ exposure a plus
• Solid grounding in statistics and probability with practical application to trading problems
• Familiarity with market microstructure and FX or electronic trading concepts
• Experience working with market data (tick data, order book data, or execution data)
• Strong software design sensibility; write maintainable code

• Builder’s mindset
• Intellectually restless
• Strong communication skills to translate findings for traders and sales
• Python (essential)
• Java or C++ (plus)
• Statistics and probability for trading problems

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