Quant jobs / Citibank

VP Quantitative Analyst - Execution Algo & Microstructure Research

Citi’s APAC quant team researches equity microstructure and execution algorithms. The analyst extracts statistical evidence from noisy order-book and trading datasets.

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.

Frame execution-research questions.
Analyse tick and order-book data.
Develop statistically validated solutions.

What they ask for

Required

Python
KDB+/q
APAC equity microstructure
Statistical research
Reproducible code

Education: Quantitative master’s degree or PhD required.
Experience: At least seven years in execution-algorithm research settings.
Languages and tools: Python
KDB+/q
Markets: equities

How to prepare

Test execution hypotheses.
Analyse venue-specific order-book effects.
Build statistically robust cost comparisons.

What to study

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

Open the roadmap

Apply

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View the posting on Citibank’s site ↗

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