Quantitative Analyst, Cash Equities - AVP

As a Quantitative Analyst at Citi's Cash Equity Quant team in Mumbai, you will play a crucial role in improving Cash Equity quantitative models and contributing to the development of cutting-edge algorithmic trading strategies. Your responsibilities will include: - Improving Cash Equity quantitative models through research and implementation for best-in-class execution performance. - Researching and analyzing ideas for enhancing existing and developing new quant models such as optimal schedule, market impact models, short-term predictive signals, and volatility-based signals. - Performing in-depth analysis of large data sets comprising market data, orders, executions, and derived analytics. - Conducting flow analysis and tuning performance for various client flows. - Providing data and analysis to support initial model validation and ongoing performance analysis. - Collaborating closely with Traders, Sales, Technology, and Model Risk professionals to drive innovation in the Electronic Trading domain. To qualify for this role, you will need: - A strong academic background in Finance, Mathematics, Engineering, Computer Science, or a related field (Masters or Bachelors degree). - Demonstrated experience in a comparable quantitative modeling or analytics role, preferably in the financial sector. - Experience applying statistical modeling and machine learning towards the analysis of large data sets. - Strong programming, analytical, and quantitative skills, with proficiency in statistical programming languages such as Python. - Experience with Q/KDB or time series databases would be advantageous. - Good communication skills, both verbal and written. - Ability to manage multiple tasks and projects effectively in a fast-paced work environment. In return, Citi offers you: - Innovation & Impact: Work in a fast-paced environment as a member of a quant group responsible for developing cutting-edge algorithmic trading strategies. - Challenging Initiatives: Be involved in new initiatives, contribute to Citis growing Equity Trading franchise, and learn the latest developments in the Electronic Trading domain. - Global Collaboration: Collaborate with quant teams in New York, London, and Hong Kong. - Career Growth: Combine strong quantitative, technical, and soft skills to foster innovation and professional development. - Comprehensive Benefits: Competitive compensation package and access to learning and development resources. If you are a highly motivated Quantitative Analyst with a passion for algorithmic trading and a strong analytical mindset, eager to contribute to a global team in Mumbai, we encourage you to apply.,