Not specified; not specified; competitive compensa...
Algorithmic execution business logic development
Java programming for trading systems
Market microstructure research expertise
This role is instrumental in enhancing algorithmic execution capabilities within the Equities Cash Quantitative Analytics team in Hong Kong
Job Summary
This role is instrumental in enhancing algorithmic execution capabilities within the Equities Cash Quantitative Analytics team in Hong Kong.
Candidates will leverage deep quantitative expertise and robust engineering capabilities to build sophisticated business logic that directly impacts trading performance.
The position offers a unique opportunity to drive innovation and efficiency while contributing to a critical area of Citi's Global Markets division.
Matching Summary
This role is instrumental in enhancing algorithmic execution capabilities within the Equities Cash Quantitative Analytics team in Hong Kong.
Salary
Not specified; Not specified; Competitive compensation package reflecting expertise
Skills & Requirements
Must-have
Algorithmic execution business logic development
Java programming for trading systems
Market microstructure research expertise
Multi-threaded low-latency solution design
Asia Pacific markets knowledge
Nice-to-have
C# development experience
Agile development methodology application
CI/CD pipeline implementation
Collaborative engineering mindset
Automated testing framework usage
Key Requirements
Bachelor's or Master's degree in Computer Science or quantitative field
7+ years professional experience in agency-execution algorithm development
Extensive Java development experience with C# considered
Deep understanding of Asia Pacific trading rules and market structures
Proven ability to build scalable multi-threaded solutions