Quantitative Analyst - Cash Equities, Officer

Are you seeking a career move that places you at the heart of a global financial institution, contributing to cutting-edge algorithmic trading strategies? Citi's Cash Equity Quant team in Mumbai is looking for a talented Quantitative Analyst to join its dynamic group. This role offers an exceptional opportunity to combine strong quantitative, technical, and soft skills to foster innovation within a collaborative, fast-paced environment.

Team/Role Overview:

The Cash Equity Quant team, part of Citi Markets, is responsible for the research, design, implementation, and maintenance of Equities Execution Algorithms and Central Risk models. These models are vital for Citi’s institutional clients and internal trading desks. The Mumbai team collaborates closely with quant teams in New York, London, and Hong Kong, contributing to a global effort to innovate in the Electronic Trading domain. This position is a unique opportunity to be involved in challenging new initiatives and contribute to Citi’s growing Equity Trading franchise.

What You'll Do:

- Improve Cash Equity quantitative models through both research and implementation work, aiming for best-in-class execution performance.

- Research and analyze ideas for enhancing existing and developing new quant models, such as optimal schedule, market impact models, short-term predictive signals, and volatility-based signals.

- Perform in-depth analysis of large data sets comprising market data, orders, executions, and derived analytics.

- Conduct flow analysis and tune performance for various client flows.

- Provide data and analysis to support initial model validation and ongoing performance analysis.

- Collaborate closely with Traders, Sales, Technology, and Model Risk professionals.

- Contribute to building a culture of responsible finance, good governance and supervision, expense discipline, and ethics.

- Appropriately assess risk/reward of transactions when making business decisions and ensure all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.

- Adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets, ensuring all team members understand and follow these guidelines.

- Adhere to all policies and procedures as defined by your role and appropriately assess risk when business decisions are made, safeguarding Citigroup, its clients, and assets.