At a Glance
- Tasks: Design and build automated frameworks for FX electronic trading strategies.
- Company: Join a leading financial institution with a focus on innovation.
- Benefits: Hybrid work model, competitive salary, and opportunities for professional growth.
- Other info: Collaborative team environment with a focus on continuous improvement.
- Why this job: Make a real impact in the fast-paced world of electronic trading.
- Qualifications: Experience in quantitative modelling and strong programming skills, especially in Python.
The predicted salary is between 60000 - 80000 Β£ per year.
The Quantitative Analyst is a strategic professional who stays abreast of developments within the field of quantitative finance and electronic trading, and actively contributes to the direction of the business by applying that knowledge to real, high-impact problems. As a core member of the FX Electronic Trading quant team in London, this role sits at the heart of our electronic market making and algorithmic execution business. The successful candidate will be someone who thrives on building, enjoys coding as a craft, and is energised by challenging the status quo. This is a senior associate to junior VP-level position for a hands-on quantitative professional who takes end-to-end ownership of meaningful deliverables, works closely with trading and sales partners, and contributes to a team where every member bears full responsibility for the quality and performance of our models and strategies.
Key Responsibilities
- Be a core contributor in designing and building automated analytical frameworks to monitor, evaluate, and improve the performance of our FX electronic trading and algorithmic execution strategies.
- Act as a first line of defence in identifying, diagnosing, and resolving issues with models and strategies β proactively surfacing insights before they become problems.
- Work closely with sales and trading partners in London and globally to gather structured feedback on model and strategy performance, translating qualitative desk intuition into quantitative improvements.
- Collaborate with fellow quant team members on research initiatives spanning electronic market making, execution algorithms, and transaction cost analysis.
- Challenge existing approaches β bring fresh perspectives, propose improvements, and drive iterative development of our quantitative toolkit.
- Write clean, well-structured, production-quality code as a natural part of your daily workflow, not as an afterthought.
Qualifications & Experience
Required
- Relevant prior experience in a quantitative modelling, analytics, or electronic trading role, ideally within financial markets.
- Strong programming skills β Python is essential; Java or C++ exposure is a plus.
- Solid grounding in statistics and probability, with genuine intuition for applying these to real trading problems (e.g. signal analysis, performance attribution, execution quality measurement).
- Familiarity with market microstructure and FX or broader electronic trading concepts.
- Demonstrated ability to work with market data β tick data, order book data, or execution data.
- Strong software design sensibility β you write code you'd be proud to have reviewed.
Preferred
- Exposure to machine learning techniques (e.g. classification, regression, clustering) applied to financial or time-series data β not a prerequisite, but genuinely valued.
- Experience with algorithmic execution or market making strategies.
- Familiarity with transaction cost analysis (TCA) or execution performance benchmarking.
Education
- Master's degree or higher in a highly quantitative discipline (Mathematics, Statistics, Physics, Computer Science, Engineering, or equivalent).
Personal Attributes
- A builder's mindset β you enjoy creating things from scratch and iterating quickly.
- Intellectually restless β you question assumptions and look for better ways to do things.
- Strong communication skills, able to translate complex quantitative findings into clear, actionable insights for trading and sales stakeholders.
- Collaborative and low-ego β you contribute to a team where everyone pulls their weight.
Quantitative Analyst FX Electronic Trading in London employer: Citibank (Switzerland) AG
Citi is an exceptional employer for Quantitative Analysts in London, offering a dynamic work environment that fosters innovation and collaboration. With a strong emphasis on employee growth, you will have the opportunity to engage in meaningful projects that directly impact our electronic trading strategies while benefiting from a hybrid work model that promotes work-life balance. Our culture encourages challenging the status quo, ensuring that every team member's contributions are valued and recognised.