FX Algo Quant VP — Pricing, Risk & Trading Strategy

Citigroup Inc.; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Citigroup Inc. is seeking a Quantitative Analyst to join the FX Algo Quant team focusing on FX Swaps and curve construction. You will develop models for automatic pricing and risk management of Linear FX products and collaborate with traders and technology teams to implement robust solutions.

The role emphasizes risk-aware decision making, governance adherence, and effective communication across functions to support revenue generation and financial integrity.

Qualifications

• Strong mathematical and statistical background
• Ability to work with traders and technology teams
• Familiarity with risk governance and control processes
• Excellent communication and diplomacy skills

Responsibilities

• Create, implement, and support quantitative models for the trading business leveraging mathematical and computer science methods and tools including Java, Python, kdb, SQL
• Collaborate closely with Traders and technology professionals
• Work with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure governance and control infrastructure
• Build a culture of responsible finance, governance, expense discipline and ethics
• Assess risk/reward of transactions and ensure the firm’s reputation is considered
• Adhere to Citi’s Code of Conduct and Plan of Supervision for Global Markets and Securities Services
• Follow all policies and procedures as defined by your role

Skills

Analytical thinking

Communication

Team collaboration

Tools

Java

Python

kdb

SQL

Job description

Citigroup Inc. is seeking a Quantitative Analyst to join the FX Algo Quant team focusing on FX Swaps and curve construction. You will develop models for automatic pricing and risk management of Linear FX products and collaborate with traders and technology teams to implement robust solutions.

The role emphasizes risk-aware decision making, governance adherence, and effective communication across functions to support revenue generation and financial integrity.