Quantitative Analyst, Equities Algorithmic Trading, VP

Citi's Markets Quantitative Analysis (MQA) group is seeking a highly skilled VP Quantitative Analyst to join its Equities team. This role is central to the research, design, implementation, and maintenance of cutting-edge Equities Execution Algorithms for Citi's clients and internal trading desks, with a specific focus on North America and LATAM markets. This position offers a unique opportunity to apply strong quantitative, technical, and soft skills to foster innovation within a collaborative team culture, directly impacting trading businesses, control functions, and the global client base.

**Key Responsibilities**

+ **Algorithmic Development & Enhancement:**
+ Research, design, and implement improvements for existing and new algorithmic trading strategies (e.g., VWAP, liquidity seeking).
+ Develop and enhance quantitative models, including optimal schedule, market impact models, and short-term predictive signals (e.g., fair value).
+ Implement algorithm e...