ETF Quant Trader

Overview

As part of Citi’s ETF Quantitative Trading desk in London, you will own live trading and shape electronic ETF capabilities. You translate quantitative insights into real-time pricing, market-making and risk management, collaborating with top quants and developers. The role blends deep modeling with commercial acumen to optimize liquidity and generate alpha across cross-asset ETFs. This is a high-performance environment with exposure to a global ETF franchise and impactful market-facing work.

Pay / Benefits

• hybrid working model
• 27 days annual leave
• discretionary annual bonus
• Private Medical Care
• Pension Plan
• Paid Parental Leave

Responsibilities

• Design and deploy real-time algorithmic pricing and quoting models across exchange-traded and RFQ venues
• Manage and optimize intraday risk exposure
• Review and improve RFQ pricing models
• Develop and backtest systematic trading strategies including momentum/reversion and volatility forecasting across ETFs
• Research and collaborate with quant and development teams to improve trading systems
• Support the evolution of electronic ETF capabilities and live trading book ownership

Key requirements

• Advanced degree (Master's or Ph.D.) in quantitative STEM fields; exceptional Bachelor's with proven track record considered
• Experience in back testing and coding, ideally Python
• Strong foundations in time-series econometrics, statistical arbitrage, and multi-factor risk modeling (e.g., Barra)
• Ability to perform under market stress
• Previous ETF trading experience is a plus

• ability to work under pressure
• cross-functional collaboration
• commercial acumen
• Python
• time-series econometrics
• statistical arbitrage

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