Quantitative Analyst – FX Electronic Trading

About the role

The Quantitative Analyst will join Citi’s FX Electronic Trading quant team in London, working at the core of the electronic market‑making and algorithmic execution business. This senior‑associate to junior‑VP position offers end‑to‑end ownership of quantitative deliverables, collaborating closely with trading and sales partners.

Key responsibilities

• Design and build automated analytical frameworks to monitor, evaluate and improve FX electronic trading and algorithmic execution strategies.
• Act as first line of defence by identifying, diagnosing and resolving model and strategy issues before they impact performance.
• Gather structured feedback from sales and trading desks globally and translate qualitative insights into quantitative improvements.
• Collaborate on research initiatives covering electronic market making, execution algorithms and transaction‑cost analysis.
• Challenge existing approaches, propose enhancements and iteratively develop the quantitative toolkit.
• Write clean, production‑quality code as part of daily workflow.

Required profile

• Relevant experience in quantitative modelling, analytics or electronic trading within financial markets.
• Strong programming skills, with Python as a core requirement; exposure to Java or C++ is a plus.
• Solid grounding in statistics and probability with the ability to apply them to trading problems such as signal analysis, performance attribution and execution quality measurement.
• Familiarity with market microstructure concepts.

Required skills

• Python
• Java
• C++
• Statistics
• Probability