FX Options Quant Dev: Real-Time Pricing & Risk (C++/Python) in London

FX Options Quant Dev: Real-Time Pricing & Risk (C++/Python) in London

London Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
Citi

At a Glance

  • Tasks: Build and maintain analytics libraries for FX Options using C++ and Python.
  • Company: Citi, a leading global bank with a focus on innovation.
  • Benefits: Competitive salary, generous holiday allowances, and a commitment to diversity.
  • Other info: Enjoy a hybrid work environment with opportunities for growth.
  • Why this job: Join a dynamic team and make an impact in real-time pricing and risk management.
  • Qualifications: Expertise in statistics, market data structures, and strong communication skills.

The predicted salary is between 60000 - 80000 Β£ per year.

Citi is seeking a skilled developer in London who will play a key role in building and maintaining analytics libraries for FX Options products. The successful candidate will implement quantitative pricing models using C++ and Python in a hybrid work environment.

The role demands expertise in statistics, market data structures, and strong communication skills.

Citi offers a competitive salary, generous holiday allowances, and a commitment to diversity and inclusion within the workplace.

FX Options Quant Dev: Real-Time Pricing & Risk (C++/Python) in London employer: Citi

Citi is an exceptional employer that fosters a dynamic and inclusive work culture in the heart of London, offering employees the chance to engage in cutting-edge financial technology. With a strong emphasis on professional development, generous holiday allowances, and a commitment to diversity, Citi provides a supportive environment where skilled developers can thrive and make a meaningful impact in the FX Options space.

Citi

Contact Details:

Citi Recruitment Team

We think you need these skills to ace FX Options Quant Dev: Real-Time Pricing & Risk (C++/Python) in London

C++
Python
Quantitative Pricing Models
Statistics
Market Data Structures
Analytical Skills
Communication Skills