Team/Role Overview
Citi’s FX Quantitative Analysis Team is responsible for supporting the FX Options business within Citi Markets with valuation models, pricing algorithms and data analysis. This is a wide-ranging role that will cover a broad range of projects and involve working with traders, structurers and salespeople, technology teams and control functions, as well as fellow Quantitative Analysts.
What you’ll do
- Develop and support valuation models and pricing algorithms and perform data analysis for the FX Options business
- Work in close collaboration with trading, structuring, sales and technology to develop novel solutions for the business
- Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
- Write robust, clean and performant code in Python and C++
- Assist the team with documentation and written communication
- Assist in tracking and coordinating projects across multiple individuals and teams
What we’ll need from you
- A good mathematical/sciences background to masters level
- Previous experience in a comparable quantitative modeling or analytics role
- programming skills, preferably in Python and C++
- Clear and concise written and verbal communication skills
- Strong organisational abilities and a proactive attitude, willing to show ownership
What We Offer
Join a team where your quantitative expertise directly shapes how Citi prices and manages risk across global FX Options markets.
- Work on complex, high-impact pricing and risk problems alongside experienced traders and quants.
- Collaborate with colleagues and teams across the globe, gaining exposure to Citi's international markets business
- Benefit from a hybrid working model with 3 days in the office and 2 days working remotely
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.
#J-18808-Ljbffr
Quantitative Analyst - FX Options employer: Citigroup Inc.
Citi is an exceptional employer that fosters a dynamic work culture in the heart of London, where innovation meets compliance. As an AI-Driven Securities Finance Product Lead, you will have access to unparalleled growth opportunities, collaborating with top-tier professionals across various teams to shape the future of finance through cutting-edge AI solutions. With a commitment to employee development and a focus on delivering strategic value, Citi stands out as a rewarding place for those seeking meaningful contributions in a regulated environment.
