Citi's Markets Quantitative Analysis group is looking for a VP Quantitative Analyst to join its Equities team. This role focuses on the research, design, implementation, and maintenance of advanced Equities Execution Algorithms, particularly for North America and LATAM markets. The position emphasizes collaboration within a team culture and aims to innovate trading strategies that impact both clients and internal trading desks. Candidates will leverage their quantitative and technical skills to enhance algorithmic trading capabilities.

• Advanced degree (Master's or Ph.D.) in a computer science or quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Computer Science.
• Minimum 5 years of experience in trading or real-time algorithm development within a financial institution.
• At least 3 years focused on research and development of agency execution algorithms or related strategies.
• Strong analytical and quantitative skills with a solid understanding of stochastic calculus and statistical modeling techniques.
• Programming skills in Python or R, with Java experience being desirable.

• Design and develop new algorithms and strategies for equity trading platforms.
• Research, design, and implement improvements for existing algorithmic trading strategies.
• Perform in-depth analysis of large datasets comprising market data and executions.
• Collaborate closely with traders, risk managers, and technology teams to integrate quantitative tools.
• Design and execute backtesting frameworks to assess model performance under different market conditions.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.