Citi
Financial Markets
AlgorithmicExecutionQuant(Equities),Director
Neural analysis suggests this role is
optimal for Director candidates.
“Algorithmic Execution Quant (Equities), Director at Citi. Skills: Java, Algorithmic execution, Market microstructure research, Scalable, low-latency solutions. Develop and enhance algorithmic execution business logic using Java. Translate researched ideas into production-ready solutions”
What You'll Achieve.
Optimize performance; Manage risk; Accelerate delivery of high-quality code; Significantly boost capacity; Achieve overall business objectives
Industry & Context.
What They're Looking For.
Must Have
Bachelor’s or Master’s degree in Computer Science or a quantitative field, Extensive relevant professional experience (typically 7+ years) in developing agency‑execution algorithm business logic, Primarily using Java, Comprehensive knowledge of trading rules and market structures within Asia Pacific Markets, Deep understanding of multi-threaded programming, Proven ability to build scalable, low-latency solutions, Practical experience with agile development methodologies, Practical experience with automated testing frameworks, Practical experience with CI/CD pipelines, Demonstrated engineering mindset with a focus on collaborative development, code quality, and system scalability
Nice to Have
C# experience also considered, Market microstructure research
What You'll Do.
Develop and enhance algorithmic execution business logic using Java
Translate researched ideas into production-ready solutions
Adhere to stringent software engineering standards
Design and build a scalable
low-latency trading platform infrastructure
Drive rapid delivery of high-quality code
Contribute to team's capacity expansion
Apply an engineering mindset
How You'll Work.
Team & Collaboration
Collaborate closely with other quant researchers and business partners; Partner with IT teams; Focus on collaborative development
Full Job Description
Citi's Global Markets division is a world leader in providing innovative financial solutions to a diverse institutional client base. Within this dynamic environment, our Markets Quantitative Analytics team plays a critical role in developing cutting-edge analytical models and technologies that drive our trading strategies and client offerings. We combine deep quantitative expertise with robust engineering capabilities to deliver solutions that optimize performance, manage risk, and foster innovation across asset classes. This role offers an exciting opportunity to contribute to a team at the forefront of financial technology. As a Director, Quantitative Analyst within our Equities Cash Quantitative Analytics team in Hong Kong, you will be instrumental in enhancing our algorithmic execution capabilities. This position is a key part of our team's expansion, designed to significantly boost our capacity and accelerate the delivery of high-quality code. You will leverage your expertise in market microstructure research and/or Java development to build sophisticated algorithmic execution business logic, directly impacting our trading performance. This is a unique opportunity to contribute to a critical area of our business, driving innovation and efficiency in a high-impact role. **Primary Responsibilities of the role** * Develop and enhance algorithmic execution business logic using Java for the Equities Cash platform. * Collaborate closely with other quant researchers and business partners to translate researched ideas into production-ready solutions. * Adhere to stringent software engineering standards, ensuring high-quality, maintainable, and robust code. * Partner with IT teams to design and build a scalable, low-latency trading platform infrastructure. * Drive rapid delivery of high-quality code, contributing to the team's capacity expansion and overall business objectives. * Apply a strong engineering mindset, prioritizing collaboration, quality, and scalability wi
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