Quantitative Analyst - FX Options

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.
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Job Family Group: Institutional Trading
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Job Family:Quantitative Analysis
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Time Type:Full time
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Most Relevant Skills Please see the requirements listed above.
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Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.
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