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 ------------------------------------------------------

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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