Quantitative Analyst and Developer

Quantitative Analyst and Developer (Java) at Citi, Mumbai

Join Citi in Mumbai as a Quantitative Analyst and Developer, where you will play a crucial role in enhancing Algorithmic Trading products. This position involves both research and implementation to deliver best-in-class execution performance. You will be responsible for developing and implementing new algorithms, such as VWAP and liquidity seeking strategies, as well as enhancing existing ones. Additionally, you will work on models like optimal scheduling and market impact, and create short-term predictive signals. The role requires you to write production-quality code for algorithm enhancements and customizations, adhering to best practices for modular, reusable, and robust trading components and strategy code. Collaboration with Traders, Sales, and technology professionals is key. You will also contribute to fostering a culture of responsible finance, good governance, expense discipline, and ethics, ensuring all business decisions appropriately assess risk/reward and consider the firm's reputation.

Key Responsibilities:

• Implement and research enhancements for Algorithmic Trading products.
• Develop and implement new algorithms, models, and predictive signals.
• Write production-quality Java code for trading components and strategy code.
• Collaborate with cross-functional teams including Traders and Sales.
• Uphold ethical standards and responsible finance principles.

Qualifications:

• Master's or Bachelor's degree in Finance, Mathematics, Engineering, Computer Science, or a related field.
• Extensive experience in a quantitative development and analysis role, preferably within the financial sector.
• Strong programming and software design skills in Java.
• Proficiency in analytical and quantitative skills.
• Experience with statistical programming languages like Python or R is a plus.
• Experience with Q/KDB or time series databases is a plus.
• Experience with algorithmic trading products is preferred.
• Excellent verbal and written communication skills.
• Ability to manage multiple tasks and projects effectively in a fast-paced environment.