Quantitative Analyst - FX Options

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.

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