Quantitative Analyst - FX Options
Citi · London United Kingdom, United Kingdom · hybrid
Are 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 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
Apply 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.
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.