Quant jobs / Citi

Quantitative Analyst – FX Electronic Trading

A hands-on quant role in Citi's London FX electronic trading team, working on electronic market making and algorithmic execution. The role monitors and improves model and strategy performance.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build automated analytics that monitor FX algo and market-making performance
Diagnose model or strategy problems before they hurt performance
Turn trader and sales feedback into measurable model improvements
Research execution algorithms and transaction cost analysis

What they ask for

Required

Prior quant modelling, analytics or e-trading experience
Strong Python
Statistics and probability for signals and execution quality
Market microstructure and FX knowledge
Work with tick, order book or execution data
Good software design
Master's or higher in a quantitative subject

Preferred

Java or C++
Machine learning for time-series data
Algorithmic execution or market making
Transaction cost analysis

Education: Master's or higher in maths, statistics, physics, computer science, engineering or similar
Experience: Prior quant modelling, analytics or electronic trading experience; senior associate to junior VP level
Languages and tools: Python
Java
C++
Markets: fx

How to prepare

Analyse public FX or equity tick data to measure spread and market impact
Build a transaction cost analysis report in Python
Study FX market microstructure and how liquidity is sourced
Write clean, reviewable research code

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Citi’s site before applying: requirements, location and pay can change after we check them.

View the posting on Citi’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citi and doesn’t handle applications.