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