FX Options Quant — High-Impact Modelling, Hybrid Role

06500 Citigroup Global Markets Limited; England; Hybrid; GBP 70,000 - 110,000; Full time

Benefits offered by this job

Hybrid work model

Job summary

Citi's FX Quantitative Analysis Team in the UK is seeking a quantitative analyst to help develop valuation models and pricing algorithms for the FX Options business. You will write robust Python and C++ code and collaborate with traders, structurers, sales, and technology teams across the firm.

This full-time role offers a hybrid work model with three days in the office and two days remote, enabling exposure to a global trading environment and cross-functional collaboration across Citi's

Qualifications

• Masters level in mathematics or sciences.
• Experience in quantitative modeling or analytics.
• Programming skills in Python and C++.
• Clear and concise written and verbal communication.

Responsibilities

• 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.

Skills

Python

C++

Mathematics

Communication skills

Education

Master's degree in mathematics or sciences

Job description

Citi's FX Quantitative Analysis Team in the UK is seeking a quantitative analyst to help develop valuation models and pricing algorithms for the FX Options business. You will write robust Python and C++ code and collaborate with traders, structurers, sales, and technology teams across the firm.

This full-time role offers a hybrid work model with three days in the office and two days remote, enabling exposure to a global trading environment and cross-functional collaboration across Citi's