Quantitative Developer

What You'll Do

• maintain production execution algorithms from scheduling models to adaptive allocation strategies driven by real-time signals and analytics Develop and improve execution models that account for market impact, timing risk
• other key cost drivers Develop and maintain client-specific algorithm customizations, respond to BAU and analytics requests
• lead investigations into order behavior and execution performance queries raised by clients or internal stakeholders Write clean, efficient, production-quality code where latency, correctness
• resilience are non-negotiable Own the full development lifecycle: design, testing, deployment, monitoring
• iteration based on live performance data Apply best practices towards the development and testing of modular, reusable
• robust trading components and strategy code.
• Collaborate closely with Traders, Sales, and technology professionals.
• Contribute to building a culture of responsible finance, good governance and supervision, expense discipline, and ethics.
• Appropriately assess risk/reward of transactions when making business decisions and ensure all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
• Adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services, ensuring all team members understand and follow these guidelines.
• Adhere to all policies and procedures as defined by your role and appropriately assess risk when business decisions are made, safeguarding Citigroup, its clients, and assets.
• What We'll Need From You: Strong programming and software design skills in Java or C++ .
• Extensive experience in a comparable quantitative development and analysis role, ideally in the financial sector.
• Master’s or Bachelor’s degree in Computer Science, Engineering, Mathematics, or a related field.
• Proficiency in Python and/or KDB+/q for tick data analytics and real-time signal computation is highly desirable.
• Experience working with algorithmic trading products is preferable.
• Good communication skills, both verbal and written.
• Ability to manage multiple tasks and projects effectively in a fast-paced work environment.
• What We Can Offer You: Innovation & Impact: Work in a fast-paced environment as a member of a quant group responsible for research and development of cutting-edge algorithmic trading strategies.
• Challenging Initiatives: Be involved in challenging new initiatives, learn the latest developments in the Electronic Trading domain, and be part of Citi’s growing Equity Trading franchise.
• Global Collaboration: Collaborate closely with quant teams in New York, London, and Hong Kong, contributing to a global effort.
• Career Growth: This position offers the opportunity to combine strong quantitative, technical, and soft skills to foster innovation in a collaborative team culture, providing a clear path for professional development.
• Comprehensive Benefits: As part of a leading global financial institution, you will receive a competitive compensation package and access to a wide array of learning and development resources.
• If you are a highly motivated Quantitative Developer with strong programming skills and a passion for algorithmic trading, eager to contribute to a global team in Mumbai, we encourage you to apply. ------------------------------------------------------ Job Family Group: Institutional Trading ------------------------------------------------------ Job Family: Quantitative Analysis ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Most Relevant Skills Please see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Citi is an equal opportunity employer
• qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran
• any other characteristic protected by law.
• If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi .
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