Quantitative Analyst FX Electronic Trading
Citi · London
3 days ago
OnsiteFull_timefx electronic tradingalgorithmic executionelectronic market making
3 days ago
Workplace
Onsite
Employment
Full_time
Location
London
Posted
3 days ago
Summary
A senior quantitative analyst role on Citi's FX electronic trading quant team in London, focused on market making and algorithmic execution strategies. The work combines statistical analysis, market data, and production-quality coding; the role is based in London with no remote arrangement specified.
Responsibilities
- Design automated frameworks for strategy performance monitoring
- Diagnose and resolve model and strategy issues
- Translate trading feedback into quantitative improvements
- Research market making and execution algorithms
- Measure transaction costs and execution quality
- Write production-quality code for trading analytics
pythonjavac++statisticsprobabilityclassificationregressionclusteringtime seriesmarket microstructuretransaction cost analysis
fx electronic tradingalgorithmic executionelectronic market makingtransaction cost analysismarket microstructure