**Overview:** We are seeking a talented and experienced Algo Quant to join our Quantitative Strategies desk. This is a key role in a new initiative to build a sophisticated, automated trading system. The ideal candidate will have a strong background in quantitative finance, options theory, and market microstructure, with hands-on experience in back-testing, auto-quoting, and execution analysis. **Responsibilities:** + Develop and implement auto-quoting and auto-hedging strategies for options systematic strategies. + Design and build back-testing frameworks to evaluate the performance of trading strategies. + Implement a system to store historic trades. + Develop tools to benchmark executions for regular performance analysis. + Contribute to the design and eventual implementation of custom execution algorithms. + Collaborate with traders and other quants to improve trading performance. + Stay up-to-date with the latest research and trends in options systematic strategies and algorithmic trading. **Requirements:** + Strong background in quantitative finance, mathematics, statistics, or a related field. + Deep understanding of options theory, market microstructure, and algorithmic trading. + Strong programming skills in a language such as Python, C++, or Java + Experience with back-testing, auto-quoting, and risk management systems. + Excellent communication and collaboration skills. **Preferred Qualifications:** + Experience building custom execution algorithms. + Experience with Execution trading platforms. **Level:** + Up to Vice President (VP) **Education:** + Bachelor’s/University degree, Master’s degree preferred This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required. ------------------------------------------------------ **Job Family Group:** Institutional Trading ------------------------------------------------------ **Job Family:** Quantitative Analysis ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ **Primary Location:** New York New York United States ------------------------------------------------------ **Primary Location Full Time Salary Range:** $175,000.00 - $250,000.00 In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------ **Most Relevant Skills** Please see the requirements listed above. ------------------------------------------------------ **Other Relevant Skills** For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ **Anticipated Posting Close Date:** Aug 14, 2025 ------------------------------------------------------ _Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._ _If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) ._ _View Citi’s EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy) and the Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf) poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.