Algo TCA and Data Analytics Specialist BA/PM - Futures e-Trading Technology Hybrid)

London, United Kingdom
23 Mar 2023
06 Apr 2023
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
Job Summary:

The Applications Development Technology Business Analyst/ Project Manager is a senior BA position working on the Futures Electronic Execution Technology, focused on developing a best-in-class Transaction Cost Analysis (TCA) and Data Analytics platform for global Futures trading systems in Citi. The role will involve working with Futures Product Management to do detailed requirement analysis and work with development & QA team to facilitate testing.

Job Description:
  • You will join an existing team of BAs as a TCA and Data Analytics SME and work on driving the Electronic Execution Analytics book of work as well as enhancements to existing TCA and Market data applications.
  • This is an action-packed role for a highly motivated Business Analyst who is willing to roll-up the sleeves to perform hands on activities.
  • You will be working on exciting projects to develop Transaction Cost Analysis for Citi Futures Algos and apply your expertise in driving the Data Analytics platform
  • You will manage complex global trade flows and functionality associated with Futures Electronic Execution Algorithms on various trading platforms within the business. These flows would have to be integrated with Transaction Cost Analytics platform to generate insights on the Algo execution performance
  • You will be working on analysis and development of end-to-end stack from procurement of market data from vendors to crunching it in cutting edge KDB services to finally produce meaningful Pre-Trade and Post-Trade Analytics
  • You will also touch upon all areas of electronic trading workflow, from pre-trade risk-management to post-trade regulatory reporting and compliance to Citi's Low Touch e-Trading Policy.
  • You are also expected to act as a SME for all the projects in Algo and Analytics book of work by analyzing the business requirements, challenging the status-quo based on your specialist knowledge, and design robust and long-lasting system
Key Responsibilities:
  • Serve a primary technology owner of the TCA and Data Analytics platform for various stakeholders including biz, Sr. Tech management and Vendors
  • Design and Develop a best-in-class Data Analytics platform Pre-Trade and Post-Trade metrics for all algorithmic execution Citi Futures Business
  • You will be responsible to run the technology integration to source Futures market data from vendors like Reuters/Refinitiv and maintain the vendor relationship up to Citi Standards.
  • Working hands-on with vendor and internal systems to ensure the trading platform is up to date with the latest offerings and keeping vendors accountable to a quality delivery
  • You will be responsible for analysing project issues, producing project artefacts (such as Business Requirement and Test Strategy documentation) and driving the implementation of the defined solution. You will work on multiple projects simultaneously and carry out Project Management activities.
  • Developing and maintaining the project plan, test strategies, documenting test scenarios, Tracking and maintaining Change Request documentation, Organizing, and delivering functional presentations in stakeholder meetings
  • Collaborating with global partners to manage infrastructure and software dependencies
  • Liaising with Compliance, Risk & Controls functions to ensure adherence to Citi's Electronic Trading Policy and regulatory & internal controls requirements
  • Assist in the production of business cases, ensuring that all projects have a viable business proposition
  • Strong Business Analysis & Project Management experience with practical experience in analysis/design/implementation of successful projects in the Futures Front Office area
  • Previous experience in designing a Data Analytics platform from scratch
  • Previous experience in integration and crunching of market data into KDB
  • Exceptional understanding of Futures and Options products and processes
  • Exceptional understanding of Market micro-structure, Order Types, Trading Benchmarks and Transaction Cost Analysis (TCA)
  • Strong grip on Electronic Execution Algorithms like VWAP, TWAP, Arrival/implementation Shortfall, Market On Close, etc and previous experience in designing/testing such algos
  • Hands-on experience in analyzing trade data and designing TCA workflows from a data standpoint
  • Good understanding of regulatory obligations for electronic trading
  • Good understanding of the FIX protocol
  • Past Experience of working in Vendor Managed env is desirable
  • Excellent grip on Data modelling and
  • Exceptional knowledge of databases with command on data mining using SQL
  • Previous experience in working with KDB is desirable
  • Strong analytical/problem solving skills and Good organizational skills to manage projects
  • Flexible communication style for multi-geography stakeholder groups
  • Strong oral/written communication skills and ability to facilitate discussions
  • Manage tight deadlines or unexpected requirement changes
  • Team player in a solid/matrix reporting organization
  • Willingness to ask questions, challenge the process and seek out answers
  • Ability to work independently, multi-task, take ownership and drive strategy
Development Value:
  • Exposure to global stakeholders
  • Futures Electronic Execution, Algorithmic Trading and Transaction Cost Analysis Product knowledge
  • Opportunity to interact with cross-functional internal teams across multiple levels as well as interaction with external vendors
  • Bachelor's /University degree, Master's degree preferred, preferably in Computer Science, Maths or Stats.
Job Family Group:
Technology -------------------------------------------------
Job Family:
Business Analysis / Client Services ------------------------------------------------------
Time Type:
Full time ------------------------------------------------------
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