Quant jobs / Citi

VP Quantitative Analyst – Execution Algo & Microstructure Research

A specialist research role in Citi's APAC Market Quantitative Analysis group, working on market microstructure and execution algorithms for cash equities. It covers the full research cycle on noisy, high-frequency data.

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.

Study tick-level order book and trade data for APAC equity markets
Frame research problems and test them with rigorous statistics
Assess how algorithms behave in different market structures
Document research code and take it through model governance

What they ask for

Required

PhD or master's in a quantitative subject
KDB/q for high-frequency data
Expert Python and the scientific stack
APAC equity microstructure knowledge
7+ years in an execution algorithm setting
Structured, well-documented research code

Education: PhD or master's in maths, statistics, physics, computer science, financial engineering or similar
Experience: 7+ years in an execution algorithm setting
Languages and tools: KDB+/q
Python
Markets: equities

How to prepare

Learn kdb/q joins and aggregations on tick and order book data
Replicate a market impact or spread-cost study on public data
Study how APAC exchanges differ in auctions, lot sizes and tick rules
Practise rigorous testing when the signal is faint

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.