Rates Quant: Backtesting & Auto Market-Making

Rates Quant: Backtesting & Auto Market-Making

Full-Time On-site
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Citigroup Inc. is seeking a Quantitative Analyst to design, build and extend backtesting infrastructure for automated market-making in the rates domain.

You will develop data-driven trading tools and models, and collaborate with Traders, technology professionals and data specialists to advance pricing, hedging and trading capabilities. The role requires extensive programming experience (Rust, Python, C++, Java) and a strong grasp of market data, latency optimization and risk governance.

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Rates Quant: Backtesting & Auto Market-Making employer: Citigroup Inc.

Citi is an exceptional employer that fosters a dynamic work culture in the heart of London, where innovation meets compliance. As an AI-Driven Securities Finance Product Lead, you will have access to unparalleled growth opportunities, collaborating with top-tier professionals across various teams to shape the future of finance through cutting-edge AI solutions. With a commitment to employee development and a focus on delivering strategic value, Citi stands out as a rewarding place for those seeking meaningful contributions in a regulated environment.

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Contact Details:

Citigroup Inc. Recruitment Team