FX Options Quant: Real-Time Pricing Platform Engineer

06500 Citigroup Global Markets Limited; England; On-site; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid work model

Career development

Global network

Performance-driven culture

Competitive compensation

Job summary

Citigroup Global Markets Limited is seeking a hands-on Quantitative Analyst to shape the next generation of its FX Options electronic pricing platform. You will work at the intersection of quantitative finance, software engineering, and live trading, delivering production-grade pricing infrastructure.

You will collaborate daily with traders, structurers and technologists to price and manage risk across complex instruments, focusing on high-performance C++ and Python with governance-compliant

Qualifications

• Bachelor's degree in quantitative discipline or equivalent.
• Strong programming in C++ and Python with production-quality practices.
• Experience applying statistics and probability to model derivatives.

Responsibilities

• Develop analytics libraries for real-time pricing and risk management across FX Options.
• Enhance production electronic pricing, risk analytics, and automation.
• Build high-performance quantitative solutions in C++ and Python.
• Collaborate with traders and structurers to translate requirements into robust systems.
• Ensure governance and controls across models and infrastructure.

Skills

C++

Python

OO design

Statistics

Quant finance

Communication

Education

Bachelor's degree in quantitative discipline

Master's degree

Tools

SQL

kdb

Job description

Citigroup Global Markets Limited is seeking a hands-on Quantitative Analyst to shape the next generation of its FX Options electronic pricing platform. You will work at the intersection of quantitative finance, software engineering, and live trading, delivering production-grade pricing infrastructure.

You will collaborate daily with traders, structurers and technologists to price and manage risk across complex instruments, focusing on high-performance C++ and Python with governance-compliant