full-time
VP Quantitative Analyst - Execution Algo & Microstructure Research
Citi
- Employer
- Citi
- Location
- Hong Kong
- Working pattern
- on-site
About the role
Conduct market microstructure research and develop execution algorithms supporting Citi’s Cash Equities business across the Asia-Pacific region. Contribute throughout the research lifecycle, from formulating analytical questions and analyzing data to delivering statistically sound, actionable solutions. Requires a master’s or PhD in a quantitative discipline, expert Python skills, proficiency in KDB/Q, and substantive knowledge of APAC equity market microstructure. Candidates must have at least seven years of experience in execution algorithms and institutional electronic trading, and demonstrate disciplined research coding and adherence to review and model governance standards.