Quantitative Analyst and Developer

Overview

Quantitative Analyst and Developer role with Citi’s Cash Equity Quant team in Mumbai, focused on research, design, implementation, and maintenance of equities execution algorithms and related trading products.

What you'll do

• Improve algorithmic trading products through research and implementation to achieve best-in-class execution performance.
• Implement ideas to enhance existing algorithms and develop new ones (e.g., VWAP, liquidity seeking).
• Build and improve models (e.g., optimal schedule, market impact model) and short-term predictive signals.
• Write production-quality code for algorithm enhancements, customizations, and strategy components.
• Develop and test modular, reusable, and robust trading components using best practices.
• Collaborate with traders, sales, and technology professionals.
• Follow Code of Conduct, Plan of Supervision, and applicable policies while assessing risk/reward.

What you'll need

• Master’s or Bachelor’s degree in Finance, Mathematics, Engineering, Computer Science, or related field.
• Extensive experience in a comparable quantitative development and analysis role, ideally in financial sector.
• Strong programming and software design skills in Java or C++.
• Analytical and quantitative skills, including statistical programming with Python or R (plus).
• Experience with Q/KDB or time series databases (plus).
• Good verbal and written communication skills.
• Ability to manage multiple tasks and projects in a fast-paced environment.

Details

• Team is Cash Equity Quant within Citi Markets.
• Location: Mumbai.
• Global collaboration with quant teams in New York, London, and Hong Kong.
• Employment type: Full time.