FX Options Quant Developer: Real-Time Pricing, C++/Python

Citigroup Inc.; Greater London; Hybrid; GBP 65,000 - 85,000; Full time

Benefits offered by this job

Generous holiday allowance starting at 27 days

Discretionary annual performance related bonus

Private medical insurance

Employee Assistance Program

Pension Plan

Paid Parental Leave

Special discounts for employees

Access to learning and development resources

Job summary

Citigroup Inc. is seeking a Quantitative Developer to join the FX options quantitative development team in London. You will translate complex mathematical models into robust systems used by traders. Responsibilities include building analytics libraries and developing software using C++ and Python.

The ideal candidate has a strong background in software engineering, statistics, and financial instruments. Citi offers a competitive salary, and a hybrid working model with additional benefits like generous holiday allowance and private medical insurance.

Qualifications

• Demonstrated software engineering ability in C++ and Python with practical experience.
• Knowledge of statistics and probability theory relevant to financial instruments.
• Ability to solve analytical equations applicable to financial modelling.

Responsibilities

• Build and maintain analytics libraries for FX Options products.
• Design and implement quantitative pricing models.
• Develop production software applying object-oriented design principles.

Skills

Software engineering in C++

Software engineering in Python

Statistics and probability theory

Numerical schemes design

Clear communication skills

Education

Bachelor's degree in mathematics, computer science, physics, or engineering

Job description

Citigroup Inc. is seeking a Quantitative Developer to join the FX options quantitative development team in London. You will translate complex mathematical models into robust systems used by traders. Responsibilities include building analytics libraries and developing software using C++ and Python.

The ideal candidate has a strong background in software engineering, statistics, and financial instruments. Citi offers a competitive salary, and a hybrid working model with additional benefits like generous holiday allowance and private medical insurance.