FX Options Quant Dev: Real-Time Pricing & Risk (C++/Python)

Citi; Greater London; Hybrid; GBP 70,000 - 90,000; Full time

Benefits offered by this job

Generous holiday allowance

Discretionary annual performance-related bonus

Private medical insurance

Pension Plan

Paid Parental Leave

Employee discounts

Learning and development resources

Job summary

Citi is seeking a skilled developer in London who will play a key role in building and maintaining analytics libraries for FX Options products. The successful candidate will implement quantitative pricing models using C++ and Python in a hybrid work environment.

The role demands expertise in statistics, market data structures, and strong communication skills. Citi offers a competitive salary, generous holiday allowances, and a commitment to diversity and inclusion within the workplace.

Qualifications

• Proven software engineering expertise in C++ and Python.
• Strong knowledge of statistics and risk assessment.
• Ability to implement numerical techniques relevant to finance.

Responsibilities

• Build and maintain analytics libraries for FX Options products.
• Design quantitative pricing models using numerical techniques.
• Develop software applying object-oriented principles.

Skills

C++

Python

Statistics and probability theory

Quantitative methods

Analytical equations for financial modelling

Market data structures

Clear communication

Education

Bachelor's degree in mathematics/computer science/physics/engineering

Job description

Citi is seeking a skilled developer in London who will play a key role in building and maintaining analytics libraries for FX Options products. The successful candidate will implement quantitative pricing models using C++ and Python in a hybrid work environment.

The role demands expertise in statistics, market data structures, and strong communication skills. Citi offers a competitive salary, generous holiday allowances, and a commitment to diversity and inclusion within the workplace.