Overview
As a Quantitative Analyst at Citi, you will help shape the FX Options electronic pricing platform in a hands-on, front-office engineering role. You’ll own pricing infrastructure, collaborate with traders and technologists, and push automation and new pricing capabilities. You work on production-grade systems that price and manage risk for complex derivatives, with real business impact. This role offers a clear technical-to-front-office growth path in a high-scale trading environment.
Pay / Benefits
- hybrid work model: 3 days in office, 2 remote
- competitive compensation aligned to front-office quant market
- learning and development resources
- global network of professionals
- growth pathway from technical quant to broader front-office role
- performance-driven team environment
Responsibilities
- Develop analytics libraries powering real-time pricing and risk management for FX Options
- Build and enhance production electronic pricing, risk analytics, and automation capabilities
- Advance the electronic pricing platform with greater automation and new pricing features
- Deliver high-performance quantitative solutions in C++ and Python using OO design
- Collaborate with traders and structurers to translate business needs into robust pricing systems
- Ensure models and systems comply with governance, risk, and control requirements
Key requirements
- Production software design and implementation in modern C++ and Python
- Experience applying statistics, probability, and math to derivative pricing (FX Options)
- Familiarity with market data concepts and pricing/risk analytics
- Knowledge of quantitative finance principles and investment products
- Strong written and spoken communication for cross-functional collaboration
- Bachelor's degree or equivalent in a quantitative discipline such as mathematics, physics, computer science, or engineering
- clear and confident communication
- collaboration across trading, technology, and control functions
- sound judgement on risk and governance
- C++
- Python
- statistics
Quantitative Analyst – FX Options Electronic Pricing & Automation, VP 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.
