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Quantitative Analyst and Developer (Java) at Citi

Mumbai, maharashtra, India -

Full Time

Start Date

Immediate

Expiry Date

11 Apr, 26

Salary

0.0

Posted On

11 Jan, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Algorithmic Trading, Java, Quantitative Analysis, Statistical Programming, Python, R, Q/KDB, Time Series Databases, Communication Skills, Risk Assessment, Software Design, Modular Development, Collaboration, Execution Performance, Market Impact Model, Predictive Signals

Industry

Financial Services

Description

Improve Algorithmic Trading products by performing both implementation and research work, with the objective of providing best-in-class execution performance. Work on the implementation of ideas to enhance existing and develop new algorithms (e.g., VWAP, liquidity seeking), models (e.g., optimal schedule, market impact model), and short-term predictive signals. Implement algorithm enhancements and customizations with production-quality code. Apply best practices towards the development and testing of modular, reusable, and robust trading components and strategy code. Collaborate closely with Traders, Sales, and technology 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. Master's or Bachelor's degree in Finance, Mathematics, Engineering, Computer Science, or a related field. Extensive experience in a comparable quantitative development and analysis role, ideally in the financial sector. Strong programming and software design skills in Java. Analytical and quantitative skills, with experience using statistical programming languages such as Python or R (a plus). Experience with Q/KDB or time series databases (a plus). Experience working with algorithmic trading products is preferable. Good communication skills, both verbal and written. Ability to manage multiple tasks and projects effectively in a fast-paced work environment. ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------

Responsibilities

The role involves improving Algorithmic Trading products through implementation and research to enhance execution performance. Responsibilities include developing new algorithms and models, implementing enhancements, and collaborating with various teams.