Quantitative Analyst and Developer

Join Citi in Mumbai, Maharashtra, India, as a Quantitative Analyst and Developer specializing in Java. This role focuses on enhancing Algorithmic Trading products through research and implementation to achieve best-in-class execution performance. You will develop and implement new algorithms (e.g., VWAP, liquidity seeking), models (e.g., optimal schedule, market impact), and short-term predictive signals. Responsibilities include writing production-quality Java code for algorithm enhancements and customizations, adhering to best practices for developing modular, reusable, and robust trading components. You will collaborate closely with Traders, Sales, and other technology professionals. The role emphasizes contributing to a culture of responsible finance, good governance, expense discipline, and ethics, with a strong focus on assessing and managing risk/reward in business decisions to protect the firm's reputation.

Required qualifications include a Master's or Bachelor's degree in Finance, Mathematics, Engineering, Computer Science, or a related field, along with extensive experience in quantitative development and analysis, preferably within the financial sector. Proficiency in Java programming and software design is essential. Strong analytical and quantitative skills are needed, with experience in statistical programming languages like Python or R being a plus. Familiarity with Q/KDB or time series databases is also advantageous. Prior experience with algorithmic trading products is preferred. Excellent verbal and written communication skills, and the ability to manage multiple tasks effectively in a fast-paced environment are crucial.