FX Algo Quant VP: Lead FX Pricing & Risk Analytics

Citibank (Switzerland) AG; Greater London; Hybrid; Confidential; Full time

Benefits offered by this job

Generous holiday 27+ days

Discretionary bonus

Private medical insurance

Employee Assistance Program

Pension plan

Paid parental leave

Staff discounts

Learning & development resources

Hybrid work model

Job summary

Citi London is seeking a Quantitative Analyst to join the FX Algo Quant team, focusing on FX Swaps and curve construction. You will build and refine models for automatic pricing and risk management of Linear FX products, collaborating with traders and developers.

The role requires strong programming skills (Python/Java/SQL), experience in quantitative finance, and clear communication. The position offers a hybrid work model with a competitive base salary and a comprehensive benefits package.

Qualifications

• Strong background in quantitative finance and modelling.
• Proficiency with Python, Java, SQL; familiarity with kdb.
• Excellent communication and ability to work with traders.

Responsibilities

• Create, implement, and support quantitative models for the trading business leveraging various math and CS methods.
• Collaborate closely with Traders and technology professionals.
• Work with control functions to ensure governance and control infrastructure.
• Assess risk/reward of transactions and maintain awareness of firm reputation.
• Adhere to Citi's Code of Conduct and relevant policies.

Skills

Python

Java

SQL

KDB

Probability

Communication

Tools

KDB

Git

Job description

Citi London is seeking a Quantitative Analyst to join the FX Algo Quant team, focusing on FX Swaps and curve construction. You will build and refine models for automatic pricing and risk management of Linear FX products, collaborating with traders and developers.

The role requires strong programming skills (Python/Java/SQL), experience in quantitative finance, and clear communication. The position offers a hybrid work model with a competitive base salary and a comprehensive benefits package.