Citi

Citi

Posted via Workday

VP Quantitative Analyst - Execution Algo & Microstructure Research

Posted Oct 17, 2026

Role at a glance

Job function
Investments & Capital Markets Portfolio Management & Trading
Salary
Not Disclosed
Location
Hong Kong Hong Kong, Hong Kong
Work arrangement
Hybrid
Employment
Full-time
Experience
A minimum of 7 years of professional experience working within an execution algorithm setting, with a track record of contributing to quantitative research and analysis in support of institutional electronic trading.
Education
PhD or Masters degree in a quantitative discipline, such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering,...

Spotted an issue?

We’ll check it against the original posting.

Log in to report

Role Summary

AI-generated

Supports Citi's APAC Cash Equities business through quantitative research on market microstructure and execution algorithms. The role contributes to the research lifecycle, from analytical problem conception through data analysis and delivery of statistically sound solutions.

What You'll Do

  • Contribute to the conception and ideation of analytical research problems.
  • Conduct rigorous data analysis in low signal-to-noise environments.
  • Deliver statistically sound research solutions for the Cash Equities business.

Generated from the employer's posting. Verify important details before applying.

View full posting

Qualifications

Requires a PhD or Masters degree in a quantitative discipline; proficiency in KDB/Q for high-frequency market data analysis; expert-level Python for statistical research and data analysis; substantive knowledge of APAC equity market microstructure; at least 7 years of experience in an execution algorithm setting; and adherence to development standards, code review, and model governance processes.

Original job description

Content provided by the employer

Citi's APAC Market Quantitative Analysis group is seeking a Microstructure and Execution Algo Analyst to support its Cash Equities business across the Asia-Pacific region. This is a specialist quantitative role that sits at the intersection of market microstructure research and execution algorithm development, requiring the ability to generate meaningful, actionable insights from environments characterized by low signal-to-noise ratios.

The successful candidate will be expected to contribute across the full research lifecycle — from the initial conception and ideation of analytical problems, through rigorous data analysis, to the delivery of statistically sound solutions. The role demands both intellectual curiosity and the discipline to apply formal statistical methodology in settings where signal extraction is inherently difficult and where the cost of error is material.

Requirements:

  • PhD or Masters degree in a quantitative discipline, such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or a closely related field.
  • Proficiency in KDB/Q as a primary tool for the storage, retrieval, and analysis of high-frequency market data, including time-series joins, aggregations, and custom analytics on tick-level order book and trade data.
  • Expert-level Python for statistical research and data analysis, including use of the scientific Python stack for modelling, simulation, and the construction of analytical research pipelines.
  • Substantive knowledge of the microstructure idiosyncrasies of APAC equity markets, including an appreciation of how market structure differences across the region influence execution behavior, algo performance, and the interpretation of empirical findings.
  • A minimum of 7 years of professional experience working within an execution algorithm setting, with a track record of contributing to quantitative research and analysis in support of institutional electronic trading.
  • Demonstrated ability to follow structured development standards and best practices, including the production of clean, well-documented research code and adherence to internal review and model governance processes.

------------------------------------------------------

Job Family Group:

Institutional Trading

------------------------------------------------------

Job Family:

Quantitative Analysis

------------------------------------------------------

Time Type:

Full time

------------------------------------------------------

Most Relevant Skills

Please see the requirements listed above.

------------------------------------------------------

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

------------------------------------------------------

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi’s EEO Policy Statement and the Know Your Rights poster.

Citi

About the company

Citi

Large Enterprise

Citi is a global financial services corporation that offers a wide range of financial products and services, including consumer banking, credit, investment banking, and wealth management. With a presence in nearly 100 countries, Citi serves millions of customers, from individuals and small businesses to large corporations and governments. The company is dedicated to innovation and sustainability, actively working to support economic growth while addressing environmental and social challenges. Citi’s commitment to providing exceptional service and fostering diverse talent makes it a prominent choice for students aspiring to build a career in finance and banking.