{"id":167373,"url":"https://alion.io/job/citi-equities-algorithmic-trading-quantitative-analyst-mqa-vp","title":"Senior Rust Engineer – Algorithmic Trading Quant – VP","company":{"id":7841,"name":"Citi","domain":"citi.com","url":"https://alion.io/company/citi","size_band":"5000+","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Workday","truth_index":{"grade":"A","score":100,"open_postings":377,"ghost_share":0.008,"stale_share":0.003,"repost_share":0.088,"time_to_fill_p50_days":10,"computed_at":"2026-10-15T05:46:00Z"}},"role":"Backend","role_family":"Backend","seniority":"head","employment_type":"full_time","work_mode":"hybrid","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["New York, United States"],"countries":["US"],"hiring_countries":[],"hiring_countries_total":0,"salary":{"min":175000,"max":250000,"currency":"USD","period":"year","gross":null,"usd_annual":250000},"salary_estimate":null,"experience_years_min":3,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Java","optional":false},{"name":"KDB+","optional":false},{"name":"Machine Learning","optional":false},{"name":"Polars","optional":false},{"name":"Rust","optional":false},{"name":"Supervision","optional":false},{"name":"Time Series Forecasting","optional":false}],"status":"live","first_seen_at":"2026-08-17T00:00:00Z","employer_posted_date":"2026-09-25","last_verified_at":"2026-10-15T16:46:52Z","board_verified":true,"closed_at":null,"days_open":60,"trust":{"level":"ok","repost_count":1,"flags":[],"days_open":59},"description":"Role Overview\nThe Algorithmic Trading Quant team is part of Citi Global Markets and is responsible for the research, design, implementation, and maintenance of Equities Execution Algorithms and related Trading Products offered to Citi’s institutional clients and internal trading desks. The team collaborates with global teams, with a specific focus on North America and LATAM markets.\nDevelopment Value\nThe Algorithmic Trading Quant team is seeking a highly skilled and motivated Senior Rust Engineer to join our NAM Equities Cash Quant team. This is a unique opportunity to work at the intersection of quantitative finance, lead the design and development of next-generation ultra-low-latency trading systems, and leverage an AI-assisted software development lifecycle with Large Language Models (LLMs). It represents an exciting opportunity to be involved in high-impact initiatives, pioneer modern systems programming in the Electronic Trading domain, and drive the expansion of Citi’s Equity Trading franchise.\nResponsibilities\nDesign, develop, benchmark, and optimize next-generation, ultra-low-latency equity trading platforms and algorithmic execution engines using Rust (and existing low-latency Java/C++ stacks where applicable).\nWork closely with quantitative researchers and business stakeholders to translate complex financial models, pricing signals, and execution strategies into robust, scalable, and deterministic production software.\nDrive the adoption and integration of AI and Large Language Models (LLMs) into the software development lifecycle, exploring applications for automated code generation, intelligent debugging, performance profiling, and automated testing.\nCollaborate on researching and analyzing enhancements to existing algorithms (e.g., liquidity seeking, Smart Order Routing) and developing new models (e.g., market impact models) and short-term predictive signals (e.g., fair value calculation).\nPerform analysis and processing of high-throughput market data, order books, execution logs, and derived real-time analytics.\nEnhance the model development, backtesting, and high-fidelity market simulation frameworks.\nWork in close partnership with the Coverage desk, Technology teams, and control functions (Legal, Compliance, Risk, and Audit) to ensure robust risk management, governance, and control infrastructure.\nBuild a culture of responsible finance, sound governance, supervision, expense discipline, and ethics.\nAdhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; ensure team-wide compliance.\nObtain and maintain all required regulatory registrations and licenses within the designated timeframe.\nAppropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets.\nKnowledge & Experience\nExtensive experience (3+ years) in systems programming, with strong proficiency in Rust (or low-latency C++/Java with substantial production Rust experience), focusing on concurrency, cache-friendly data structures, zero-cost abstractions, and low-latency / lock-free design.\nPractical experience with Rust memory management, lifetimes, ownership semantics, unsafe code audits, and asynchronous runtimes (e.g., Tokio) or bare-metal event loops.\nStrong background in high-performance networking, kernel-bypass technologies, IPC, and custom binary protocols (e.g., FIX, ITCH, OUCH, SBE) is a significant advantage.\nExperience working in a development environment with an AI-integrated software development lifecycle is highly preferred.\nDeep understanding of algorithms, systems architecture, OS-level profiling, and performance tuning (e.g., perf, flamegraphs, memory layout optimization).\nMinimum of 3 years of experience in a financial trading environment preferred, particularly in research and development of agency execution algorithms, smart order routing (SOR), liquidity seeking, market making, or high-frequency trading (HFT) strategies.\nStrong understanding of US Equity algorithmic trading mechanics and market microstructure.\nExperience with statistical modeling, machine learning, and time-series analytics (e.g., Q/KDB+, Polars, or specialized time-series databases) is desirable.\nStrong verbal and written communication skills with the ability to collaborate effectively across quantitative research and trading desks.\nAbility to manage multiple projects simultaneously in a fast-paced front-office environment.\nQualifications\nEducation: Master's or PhD in Computer Science, Engineering, Mathematics, Finance, or a related quantitative field. Exceptional candidates with a Bachelor's degree and proven track record in low-latency systems development will be considered.\nApplicable Licenses: Required to already hold or obtain upon arrival FINRA Series 7, 57, and 63 registrations.\nWe encourage passionate and talented systems and low-latency Rust engineers who are eager to solve complex algorithmic challenges in quantitative finance to apply.\n------------------------------------------------------\nJob Family Group:\nInstitutional Trading------------------------------------------------------\nJob Family:\nQuantitative Analysis------------------------------------------------------\nTime Type:\nFull time------------------------------------------------------\nPrimary Location:\nNew York New York United States------------------------------------------------------\nPrimary Location Full Time Salary Range:\n$175,000.00 - $250,000.00In 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.\n------------------------------------------------------\nMost Relevant Skills\nPlease see the requirements listed above.------------------------------------------------------\nOther Relevant Skills\nFor complementary skills, please see above and/or contact the recruiter.------------------------------------------------------\nAnticipated Posting Close Date:\n------------------------------------------------------\nAutomated Processing and AI\nWe use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.\nImportantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.\nIllinois residents - AI Notice and Right\n------------------------------------------------------\nCiti 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.\nIf 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.\nView Citi’s EEO Policy Statement and the Know Your Rights poster.","description_format":"text","description_chars":7924,"description_truncated":false,"requirements":{"experience_years_min":3,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"bachelor","optional":false},"security_clearance":false,"languages":[]},"benefits":["Equity","Wellness"],"hiring_locations":[{"name":"United States","iso":"US","kind":"country"}],"hiring_excludes":[],"relocation_offered":false,"industries":["Commercial & Retail Banks","Wealth Management & Financial Advisors","Payment Processing & Gateways","Investment Banking & M&A Advisory"],"lifecycle":[{"event":"open","at":"2026-08-17T00:00:00Z"},{"event":"close","at":"2026-08-30T04:49:02Z"},{"event":"reopen","at":"2026-09-25T23:14:36Z"}],"visa":[{"country":"US","licensed_sponsor":true,"evidence":"Filed H-1B visas in the last two years","filings_12m":0,"filings_prev_12m":1,"green_card_filings_12m":0,"median_offered_wage_usd":null,"route":null,"cap_exempt":false,"checked_at":"2026-10-15T11:24:14+00:00","sources":["US Department of Labor: LCA disclosure data (H-1B, H-1B1, E-3)"],"filings_for_role_12m":0}],"liveness":{"score":12,"band":"cold","label":"Long shot","p_open":1,"p_active":0.43,"p_room":0.28,"age_days":59,"expected_fill_days":10,"reasons":["conf:2","velocity","win:tail","crowd:brand"],"computed_at":"2026-10-15T05:46:00Z"},"pay":{"stated_usd_annual":250000,"is_top_pay":true},"html_url":"https://alion.io/job/citi-equities-algorithmic-trading-quantitative-analyst-mqa-vp","json_url":"https://alion.io/job/citi-equities-algorithmic-trading-quantitative-analyst-mqa-vp.json","meta":{"generated_at":"2026-10-16T00:58:49Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers","about":"Alion is a live layer of people, companies and AI agents: who they are, whether they are real and active right now, what they do and how to work with them, readable by people and by agents and paid per call.","catalog":"https://alion.io/catalog.json","usage":{"tier":"crawler_verified","counted_by":"address","units_charged":1,"used_today":1583,"day_limit":null,"remaining_today":null,"minute_limit":300,"resets_at":"2026-10-17T00:00:00Z"}},"offers":[{"id":"company.slices","title":"One company in depth, by slice","status":"live","price":{"credits":0.02,"usd":0.002,"plus_per_slice":{"credits":0.05,"usd":0.005}},"unit":"per company, plus each slice with data","note":"the employer in depth","call":{"mcp_tool":"get_company","arguments":{"id":7841},"rest":"https://alion.io/mcp/rest/get_company?id=7841"},"human":"https://alion.io/catalog?offer=company.slices&for=job%2Fciti-equities-algorithmic-trading-quantitative-analyst-mqa-vp"},{"id":"market.stats","title":"A market slice: pay, demand and time to fill","status":"live","price":{"credits":1,"usd":0.1},"unit":"per slice","note":"pay, demand and time to fill for this role and place","call":{"mcp_tool":"market_stats"},"human":"https://alion.io/catalog?offer=market.stats&for=job%2Fciti-equities-algorithmic-trading-quantitative-analyst-mqa-vp"},{"id":"job.search","title":"Open jobs by role, technology, place, pay and visa","status":"live","price":{"credits":0.02,"usd":0.002},"unit":"per posting in a list","note":"similar open postings","call":{"mcp_tool":"search_jobs"},"human":"https://alion.io/catalog?offer=job.search&for=job%2Fciti-equities-algorithmic-trading-quantitative-analyst-mqa-vp"},{"id":"company.verify","title":"Is this company real and active right now","status":"pilot","price":null,"unit":"per company","request":{"url":"https://alion.io/catalog/request","method":"POST","body":"{\"offer\": \"company.verify\", \"for\": \"job/citi-equities-algorithmic-trading-quantitative-analyst-mqa-vp\", \"note\": \"what you need it for\"}"},"human":"https://alion.io/catalog?offer=company.verify&for=job%2Fciti-equities-algorithmic-trading-quantitative-analyst-mqa-vp"}]}