Overview
In this role you will own the end-to-end delivery of quantitative changes for Citi’s FX Options electronic pricing and automation. You’ll build and productionize analytics libraries and pricing models, collaborating with traders, structurers and tech teams to meet performance and governance standards. You will shape scalable, production-grade systems across design, testing, deployment and ongoing support, driving measurable business impact. This is a high-visibility position with direct influence on pricing and risk management in a leading global bank.
Pay / Benefits
- hybrid working: 3 days in office, 2 remote
- global scale and resources
- professional development opportunities
- performance-driven environment
- exposure to evolving quantitative methods and market structure
- collaboration with experienced professionals
Responsibilities
- Design and build analytics libraries powering pricing and risk management for FX Options
- Develop, maintain and enhance production electronic pricing, risk management and automation capabilities
- Own the full change lifecycle of production quantitative systems: design, test, deploy, validate, and secure business adoption
- Build and optimize production models using C++, Python, kdb and SQL with sound OO design
- Collaborate with traders, quants and tech teams to translate requirements into production-ready solutions
- Manage pricing controls, parameter management and quantitative data management for live trading
- Coordinate with model validation, risk, compliance, legal, and finance to meet governance and regulatory standards
Key requirements
- Experience delivering automated electronic pricing or front-office trading platform initiatives in FX Options or similar derivatives
- Proficiency in production-grade software development in C++ and Python with OO design
- Strong knowledge of statistics/probability for financial instrument risk and numerical methods
- Experience with full quantitative change lifecycle: deployment, adoption, governance, and support
- Ability to bridge technical, trading and control functions and communicate clearly to varied audiences
- Master's degree in a quantitative discipline
- cross-functional collaboration
- communication of complex concepts to diverse audiences
- problem-solving mindset
- C++
- Python
- kdb
Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director 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.
