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Citi

VP Quantitative Analyst - Execution Algo & Microstructure Research

Hong Kong, Hong Kong SARFinance

About the role

FinEx AI summary

Quantitative role supporting Citi's APAC Cash Equities business, researching market microstructure and developing execution algorithms. The analyst runs the full research lifecycle from problem framing through data analysis to statistically sound solutions, working with high-frequency tick data.

Core skills

KDB/QPythonMarket MicrostructureExecution AlgorithmsStatistical ModellingTime-Series Analysis

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