19 days ago
Mumbai, IndiaSenior
Responsibilities
- Research and implement enhancements to algorithmic trading products, including VWAP and liquidity-seeking algorithms.
- Develop models such as optimal scheduling and market-impact models, as well as short-term predictive signals.
- Produce production-quality code and build modular, reusable, robust trading components and strategy code.
- Collaborate with traders, sales professionals, technology teams, and global quant teams.
- Assess transaction risk and reward appropriately while following governance, supervision, conduct, and firm policies.
Requirements
- Bachelor’s or master’s degree in finance, mathematics, engineering, computer science, or a related field.
- Extensive experience in a comparable quantitative development and analysis role, ideally in the financial sector.
- Strong programming and software design skills in Java or C++.
- Strong analytical and quantitative skills.
- Python or R experience is a plus.
- Q/KDB or time-series database experience is a plus.
- Experience with algorithmic trading products is preferable.
- Strong verbal and written communication skills and the ability to manage multiple tasks in a fast-paced environment.
Benefits
- Competitive compensation package and comprehensive benefits.
- Access to learning and development resources and opportunities for professional growth.
- Full-time role based in Mumbai with collaboration across New York, London, and Hong Kong.
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.