Markets Quantitative Analysis (MQA) seeks intellectually curious, forward-thinking quant professionals who serve as technical authorities within their business area. In this role, you will design data-driven trading strategies for credit algo trading in a fast-paced front-office environment. Strong quantitative skills, business acumen, and effective communication are essential. You'll join a collaborative, meritocratic team with an innovative, results-oriented culture measured by P&L impact.

Responsibilities

Partner with Quant Traders, Sales, Product Development, and Technology teams in Spread Products to build analytics that enhance client servicing.
Develop, implement, and support quantitative models for credit electronic trading using data analysis, statistical methods, and machine learning.
Architect and maintain the codebase, collaborating across teams to maximize scale and organizational leverage.

Qualifications

5–8 years in a quantitative modeling or analytics role, preferably in financial markets.
Proven experience applying statistical and/or machine learning techniques in finance.
Strong programming skills in Python and SQL; kdb+/q, Rust, C++, C#, Java, or JavaScript a plus.
Proficiency with Generative AI and LLM-based tools in quantitative finance workflows.
Solid asset class pricing fundamentals in fixed income (preferred), equities, FX, or commodities.
Knowledge of macroeconomic fundamentals and electronic market microstructure.
Ability to manipulate and analyze large-scale, high-dimensional datasets with strong attention to detail.
Clear written and verbal communication skills; able to convey complex problems to stakeholders.

Education

Responsibilities

Partner with Quant Traders, Sales, Product Development, and Technology teams in Spread Products to build analytics that enhance client servicing.
Develop, implement, and support quantitative models for credit electronic trading using data analysis, statistical methods, and machine learning.
Architect and maintain the codebase, collaborating across teams to maximize scale and organizational leverage.

Qualifications

5–8 years in a quantitative modeling or analytics role, preferably in financial markets.
Proven experience applying statistical and/or machine learning techniques in finance.
Strong programming skills in Python and SQL; kdb+/q, Rust, C++, C#, Java, or JavaScript a plus.
Proficiency with Generative AI and LLM-based tools in quantitative finance workflows.
Solid asset class pricing fundamentals in fixed income (preferred), equities, FX, or commodities.
Knowledge of macroeconomic fundamentals and electronic market microstructure.
Ability to manipulate and analyze large-scale, high-dimensional datasets with strong attention to detail.
Clear written and verbal communication skills; able to convey complex problems to stakeholders.

Education

Credit Algorithmic Market Making Quant - VP

Credit Algorithmic Market Making Quant - VP

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Citigroup

Citigroup

Benefits

Citigroup