full-time
Quantitative Analyst (Rates Electronic Market Making)
Citi
- Employer
- Citi
- Location
- London
- Working pattern
- on-site
About the role
Design and implement automated market-making models and backtesting infrastructure for the rates business. Optimize the technology stack for pricing, hedging, and trading analysis while collaborating with traders and risk management functions. Extensive experience in algorithmic trading and programming, specifically with Rust, Python, and KDB. A Master's degree is preferred along with strong knowledge of rates financial instruments and mathematical tools.