Quantitative Analyst – FX Options Electronic Pricing & Automation, VP in London

Quantitative Analyst – FX Options Electronic Pricing & Automation, VP in London

London Full-Time 59400 - 72600 £ / year (est.) Hybrid
Citi Group

At a Glance

  • Tasks: Develop cutting-edge analytics libraries for real-time FX Options pricing and risk management.
  • Company: Join Citi, a leading global bank with a dynamic front-office quant team.
  • Benefits: Enjoy competitive pay, hybrid work model, and access to extensive learning resources.
  • Other info: Great career growth opportunities with exposure to trading and structuring.
  • Why this job: Make a real impact on innovative pricing systems in a live trading environment.
  • Qualifications: Strong skills in C++, Python, and quantitative finance principles required.

The predicted salary is between 59400 - 72600 £ per year.

Citi is looking for a Quantitative Analyst to help shape the next generation of its FX Options electronic pricing platform, working at the intersection of quantitative finance, software engineering, and live trading.

This is a hands-on engineering-focused quant role embedded within a front-office environment, offering real ownership over pricing infrastructure that directly supports business growth and automation.

You will collaborate daily with traders, structurers, and technologists to build and evolve production-grade systems that price and manage risk across complex financial instruments.

Responsibilities

  • Develop analytics libraries that power real-time pricing and risk management across FX Options products.
  • Implement, maintain and enhance production electronic pricing, risk management and automation capabilities across the FX Options business, applying appropriate quantitative techniques where required.
  • Contribute to the evolution of the electronic pricing platform, delivering increased automation and new pricing capabilities.
  • Develop high-performance quantitative solutions in modern C++ and Python, applying object-oriented design principles.
  • Partner closely with traders and structurers to translate business requirements into robust, production-ready pricing infrastructure.
  • Work with risk, compliance, and finance functions to ensure models and systems operate within appropriate governance and control frameworks.
  • Apply sound judgement when assessing the risk profile of systems and models, maintaining high standards of accuracy, transparency, and ethical conduct.
  • undefined
  • Required Qualifications & Skills
  • Demonstrated ability to design and implement production software in modern C++ and Python, including object-oriented design principles and production-quality development practices.
  • Hands-on experience applying statistics, probability theory, and mathematical techniques to evaluate and model the behaviour of complex derivative products, including FX Options.
  • Familiarity with market data concepts and their application in pricing, electronic pricing or risk analytics.
  • Understanding of quantitative finance principles, including investment products and quantitative methods.
  • Clear and confident written and verbal communication skills, with the ability to collaborate effectively across trading, technology, and control functions.
  • A Bachelor's degree or equivalent in a quantitative discipline such as mathematics, physics, computer science, or engineering.
  • Beneficial Skills & Qualifications
  • Practical knowledge of SQL and kdb for data querying and manipulation within quantitative or analytics workflows.
  • A Master's degree in a relevant quantitative field.
  • Prior experience in FX Options, derivatives pricing, electronic pricing, or related front-office trading environments.
  • undefined

What We Offer

Joining Citi's front-office quant team means working on pricing systems that operate at scale in a live trading environment.

This is a role where your technical contributions have direct, measurable impact - and where you will be supported to grow from a specialist engineering quant into a broader front-office role over time.

  • The opportunity to shape the architecture of a next-generation electronic pricing platform, building on a mature production environment with real business impact.
  • A clear development pathway from a technical quant role into a broader front-office position, with structured exposure to trading, structuring, and quantitative strategy.
  • A hybrid working model with 3 days in the office and 2 days working remotely, providing flexibility alongside strong team collaboration.
  • Access to Citi's global network of quantitative finance, technology, and trading professionals, offering broad exposure and long-term career development.
  • A performance-driven team environment where technical depth is valued and your work directly influences business outcomes.
  • Competitive financial wellbeing benefits, including compensation aligned to the front-office quant market.
  • Access to learning and development resources to support ongoing growth in both quantitative methods and software engineering.

Job Family Group

Institutional Trading

Job Family

Quantitative Analysis

Time Type

  • Full time
  • Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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.

View Citi's EEO Policy Statement and the Know Your Rights poster.

Quantitative Analyst – FX Options Electronic Pricing & Automation, VP in London employer: Citi Group

Citi Belfast is an exceptional employer, offering a dynamic work environment that fosters collaboration and innovation in the financial sector. With a strong focus on employee growth, you will have opportunities to mentor junior staff while driving impactful governance and risk management initiatives. The hybrid work model and competitive benefits package further enhance the appeal of working in this vibrant location, making it a rewarding place for professionals seeking meaningful careers.

Citi Group

Contact Details:

Citi Group Recruitment Team

StudySmarter Expert Advice🤫

We think this is how you could land Quantitative Analyst – FX Options Electronic Pricing & Automation, VP in London

✨Tip Number 1: Tap Into Professional Networks

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We think you need these skills to ace Quantitative Analyst – FX Options Electronic Pricing & Automation, VP in London

C++
Python
Object-Oriented Design Principles
Statistics
Probability Theory
Mathematical Techniques
FX Options

Some tips for your application 🫡

Show Off Your Numbers Game:In financial controlling, detail is everything! Make sure your CV showcases your proficiency with numbers—highlight any relevant experience in budgeting, forecasting, or working with financial software. Quantifying your past achievements will make you stand out, so don’t be shy about flaunting those impressive percentages or cost savings you've implemented.

Tailored Cover Letter is Key:Your cover letter is a chance to shine, especially for a full-time role. Use it to express your genuine interest in Citi Group and the specific impact you hope to make in financial controlling. Mention any relevant qualifications or experiences that align with the company’s goals, and don’t forget to show that you're ready for a long-term commitment!

Certifications Matter:List relevant certifications such as ACCA or CIMA on your CV. These qualifications not only showcase your dedication to the field but also your technical competence in financial principles. If you have any ongoing training or courses, make sure to mention those as well to demonstrate your commitment to continual learning in financial controlling.

Don’t Overlook Soft Skills:While numbers are crucial, so are those soft skills! Financial controllers need strong communication and analytical reasoning abilities. We recommend embedding examples of these skills in your CV and cover letter, like how you’ve successfully delivered financial reports to stakeholders or collaborated with teams to improve processes. Let’s show Citi Group how you can be a team player!

How to prepare for a job interview at Citi Group

✨Brush Up on Technical Skills

Make sure you're comfortable with key financial concepts, especially around forecasting, budgeting, and variance analysis. Sometimes, interviewers may throw in technical questions or case studies, so practicing these types of scenarios will help you shine!

✨Showcase Your Financial Acumen

If you've had experience with specific financial software like SAP or Oracle, make it known! Be ready to discuss how you used these tools to improve processes or reporting, as this hands-on knowledge can really set you apart in a full-time role with Citi Group.

✨Know Your Numbers

In full-time interviews, especially in financial controlling, be prepared for numerical reasoning tests or questions. Brush up on your mental maths and understand how to interpret and analyse financial statements on the spot, as this may come up during the assessment.

✨Connect with Company Goals

Familiarise yourself with Citi Group's financial objectives and any recent developments. During the interview, try to weave your understanding of their business model and challenges into your answers—this shows your genuine interest and alignment with their goals!