Overview
As part of Citi’s ETF Quantitative Trading desk in London, you will own live trading and shape electronic ETF capabilities. You translate quantitative insights into real-time pricing, market-making and risk management, collaborating with top quants and developers. The role blends deep modeling with commercial acumen to optimize liquidity and generate alpha across cross-asset ETFs. This is a high-performance environment with exposure to a global ETF franchise and impactful market-facing work.
Pay / Benefits
- hybrid working model
- 27 days annual leave
- discretionary annual bonus
- Private Medical Care
- Pension Plan
- Paid Parental Leave
Responsibilities
- Design and deploy real-time algorithmic pricing and quoting models across exchange-traded and RFQ venues
- Manage and optimize intraday risk exposure
- Review and improve RFQ pricing models
- Develop and backtest systematic trading strategies including momentum/reversion and volatility forecasting across ETFs
- Research and collaborate with quant and development teams to improve trading systems
- Support the evolution of electronic ETF capabilities and live trading book ownership
Key requirements
- Advanced degree (Master's or Ph.D.) in quantitative STEM fields; exceptional Bachelor's with proven track record considered
- Experience in back testing and coding, ideally Python
- Strong foundations in time-series econometrics, statistical arbitrage, and multi-factor risk modeling (e.g., Barra)
- Ability to perform under market stress
- Previous ETF trading experience is a plus
- ability to work under pressure
- cross-functional collaboration
- commercial acumen
- Python
- time-series econometrics
- statistical arbitrage
ETF Quant Trader in London employer: Citigroup
Citi is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. As a Sales Director, you will benefit from extensive training and mentorship opportunities, fostering your professional growth while working alongside industry leaders in FX Sales. With a strong commitment to integrity and inclusivity, Citi provides a supportive culture that empowers employees to excel and drive meaningful results for clients.
