Citi
Institutional Trading
ExecutionStrategyQuant(CashEquities),Director
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“Execution Strategy Quant (Cash Equities), Director at Citi. Skills: Execution Strategy, Quantitative Research, Software Architecture, Low Latency Systems. Research, design, develop, and maintain algorithmic trading systems. Build next generation of execution strategies”
What You'll Achieve.
measurably improving outcomes for clients and the firm; measurable performance improvements; identify performance gaps; surface improvement opportunities
Industry & Context.
quantitative inference; analytics; investigations into order behaviour; execution performance queries; performance gap identification; improvement opportunity identification
What They're Looking For.
Must Have
10+ years of experience in a comparable Algo Quant, Quantitative Developer or Strategist role, technical and programming skills are essential, proficiency in low latency and resilient Java or C ++ required, Proven experience in software architecture design and engineering principles, building systems where low latency and high throughput are crucial, comfortable designing and reasoning about distributed architectures, lock-free concurrency, memory management, trade-offs inherent in real-time trading infrastructure, grounding in probability and statistics for quantitative inference, solid understanding of equity market microstructure, mechanics of limit order books, queue dynamics and priority, venue fragmentation across lit and dark pools, adverse selection, market impact cost modelling, adhere to Citi's Code of Conduct, Plan of Supervision for Global Markets and Securities, all policies and procedures, Obtain and maintain all registrations/licenses, Appropriately assess risk
Nice to Have
Proficiency in Python and/or KDB +/q for tick data analytics and real-time signal computation is highly desirable, Exposure to market data and derived statistics and analytics is a plus, Master's or PhD in Engineering, Computer Science, Finance, Mathematics, or a related field, Bachelor's degree and relevant experience
What You'll Do.
and maintain algorithmic trading systems
Build next generation of execution strategies
Own full lifecycle from idea generation to continuous improvement
and maintain production execution algorithms
Build and enhance venue selection
queue priority modelling
Develop and improve execution models
Leverage AI and machine learning tools
Develop and maintain client-specific algorithm customizations
Respond to BAU and analytics requests
Lead investigations into order behaviour
Study equity market microstructure
Build and back-test models on tick-level data
Model internal and external liquidity sources
production-quality code
Own the full development lifecycle
Build analytics and reporting tools
Contribute to platform architecture and scalability
Partner with traders and technology teams
Collaborate with Sales and Client Coverage
Work in close partnership with control functions
Build a culture of responsible finance
Adhere to Citi's Code of Conduct
Adhere to all policies and procedures
Obtain and maintain all registrations/licenses
Appropriately assess risk
How You'll Work.
Team & Collaboration
Partner with traders, electronic trading specialists, and technology teams; Collaborate with Sales and Client Coverage; Work in close partnership with control functions
Full Job Description
Citi's Electronic Execution & Algo Trading Quant team is seeking an experienced execution strategist to research, design, develop, and maintain the algorithmic trading systems that define Citi's execution product. You will be at the heart of a world-class electronic trading franchise, building the next generation of execution strategies, owning the full lifecycle from idea generation and research through implementation and testing to production deployment and continuous improvement. If you are the kind of person who wants to see your code running in live markets, your signals driving real execution decisions, and your models measurably improving outcomes for clients and the firm, this role was built for you. # **Responsibilities** ## Execution Algorithm Design & Development * Design, implement, and maintain production execution algorithms from scheduling models to adaptive allocation strategies driven by real-time signals and analytics * Build and enhance and optimize venue selection, queue priority modelling, and dark/lit routing across fragmented equity markets * Develop and improve execution models that account for market impact, timing risk, and other key cost drivers * Leverage AI and machine learning tools across the development lifecycle, from accelerating research and prototyping to enhancing model validation, code review, and continuous performance monitoring in production * Develop and maintain client-specific algorithm customizations, respond to BAU and analytics requests, and lead investigations into order behaviour and execution performance queries raised by clients or internal stakeholders ## **Quantitative Research & Signal Development** * Understand and study equity market microstructure: order book dynamics, venue behaviour, queue mechanics, adverse selection, and execution impact * Build and back-test models on tick-level and order-level data; translate findings into production components with measurable performance improvements * Model internal an
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