Summary

Citi is hiring an ETF Quant Trader for its EMEA desk in London to develop systematic pricing models, electronic market-making strategies, and risk algorithms across global ETFs. The role involves Python-based backtesting, quantitative trading, and managing ETF inventory; the working model is hybrid, with up to two days working from home per week.

Responsibilities

• Design real-time ETF pricing and quoting models
• Manage intraday risk exposure and ETF inventory
• Review and improve RFQ pricing models
• Backtest systematic ETF trading strategies
• Forecast volatility, tracking error, and lead-lag signals
• Improve electronic trading systems with quants and developers