Job ID: 102333956720Posted: 2026-10-23Location: London, England, United KingdomCategory: Institutional TradingCompany: CitiAre you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, programming and communication to Citi's FX Quantitative Analysis Team.
By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
Team/Role OverviewCiti'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 doDevelop and support valuation models and pricing algorithms and perform data analysis for the FX Options businessWork in close collaboration with trading, structuring, sales and technology to develop novel solutions for the businessWork in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructureWrite 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 teamsWhat we'll need from youA good mathematical/sciences background to masters levelPrevious experience in a comparable quantitative modeling or analytics roleprogramming skills, preferably in Python and C++Clear and concise written and verbal communication skillsStrong organisational abilities and a proactive attitude, willing to show ownershipWhat We OfferJoin 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 businessBenefit from a hybrid working model with 3 days in the office and 2 days working remotelyApply today to bring your quantitative expertise to Citi's FX Options business and help shape how global markets are priced and managed.------------------------------------------------------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.
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Quantitative Analyst - FX Options in London employer: Citigroup
Citi is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. As a Sales Director, you will benefit from extensive training and mentorship opportunities, fostering your professional growth while working alongside industry leaders in FX Sales. With a strong commitment to integrity and inclusivity, Citi provides a supportive culture that empowers employees to excel and drive meaningful results for clients.
