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Quantitative Analyst – FX Options Electronic… at Citigroup · London…
Job Description
Quantitative Analyst – FX Options Electronic Pricing & Automation, VP
Location: London United Kingdom · Hybrid
Citi is looking for a Quantitative Analyst to help shape the next generation of its FX Options electronic pricing platform, working at the intersection of quantitative finance, software engineering, and live trading. This is a hands-on engineering-focused quant role embedded within a front-office environment, offering real ownership over pricing infrastructure that directly supports business growth and automation. You will collaborate daily with traders, structurers, and technologists to build and evolve production-grade systems that price and manage risk across complex financial instruments.
Responsibilities
- Develop analytics libraries that power real-time pricing and risk management across FX Options products.
- Implement, maintain and enhance production electronic pricing, risk management and automation capabilities across the FX Options business, applying appropriate quantitative techniques where required.
- Contribute to the evolution of the electronic pricing platform, delivering increased automation and new pricing capabilities.
- Develop high-performance quantitative solutions in modern C++ and Python, applying object-oriented design principles.
- Partner closely with traders and structurers to translate business requirements into robust, production-ready pricing infrastructure.
- Work with risk, compliance, and finance functions to ensure models and systems operate within appropriate governance and control frameworks.
- Apply sound judgement when assessing the risk profile of systems and models, maintaining high standards of accuracy, transparency, and ethical conduct.
Required Qualifications & Skills
- Demonstrated ability to design and implement production software in modern C++ and Python, including object-oriented design principles and production-quality development practices.
- Hands-on experience applying statistics, probability theory, and mathematical techniques to evaluate and model the behaviour of complex derivative products, including FX Options.
- Familiarity with market data concepts and their application in pricing, electronic pricing or risk analytics.
- Understanding of quantitative finance principles, including investment products and quantitative methods.
- Clear and confident written and verbal communication skills, with the ability to collaborate effectively across trading, technology, and control functions.
- A Bachelor's degree or equivalent in a quantitative discipline such as mathematics, physics, computer science, or engineering.
Beneficial Skills & Qualifications
- Practical knowledge of SQL and kdb for data querying and manipulation within quantitative or analytics workflows.
- A Master's degree in a relevant quantitative field.
- Prior experience in FX Options, derivatives pricing, electronic pricing, or related front-office trading environments.
- undefined
What We Offer
Joining Citi's front-office quant team means working on pricing systems that operate at scale in a live trading environment. This is a role where your technical contributions have direct, measurable impact — and where you will be supported to grow from a specialist engineering quant into a broader front-office role over time.
- The opportunity to shape the architecture of a next-generation electronic pricing platform, building on a mature production environment with real business impact.
- A clear development pathway from a technical quant role into a broader front-office position, with structured exposure to trading, structuring, and quantitative strategy.
- A hybrid working model with 3 days in the office and 2 days working remotely, providing flexibility alongside strong team collaboration.
- Access to Citi's global network of quantitative finance, technology, and trading professionals, offering broad exposure and long-term career development.
- A performance-driven team environment where technical depth is valued and your work directly influences business outcomes.
- Competitive financial wellbeing benefits, including compensation aligned to the front-office quant market.
- Access to learning and development resources to support ongoing growth in both quantitative methods and software engineering.
Apply now to bring your C++ and quantitative engineering expertise to one of the world's leading financial institutions and help build the pricing systems that power Citi's FX Options business.
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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.------------------------------------------------------
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