FX Quant Analyst – Algo Pricing & Risk (Hybrid)

Aplaro Ltd; Greater London; Hybrid; GBP 110,000 - 170,000; Full time

Benefits offered by this job

Hybrid work model

Private medical insurance

Pension Plan

Annual bonus

Job summary

Citi London seeks a Quantitative Analyst for the FX Algo Quant team focusing on FX Swaps and curve construction. You will build models to price and risk manage Linear FX products, collaborating with Traders and tech teams.

The role demands strong programming skills (Python/Java/SQL or q), market data experience, and robust communication. Hybrid work up to 2 days home, with competitive base salary and benefits.

Qualifications

• Relevant experience in a comparable quantitative modelling or analytics role.
• Must have technical/programming skills.
• Preferably use of Python, Java, SQL and/or q.
• Exposure to Market Data; Statistics and Probability based calculations; Design numerical schemes.
• Must possess knowledge of Investments and Quantitative Methods.
• Clear and concise written and verbal communication skills.

Responsibilities

• Create, implement, and support quantitative models for the trading business using advanced methods and tools.
• Collaborate closely with Traders and technology professionals.
• Work with control functions to ensure governance and control infrastructure.
• Build a culture of responsible finance, governance, ethics, and expense discipline.
• Assess risk/reward of transactions and ensure awareness of firm reputation.
• Adhere to Citi’s Code of Conduct and governance policies; ensure others comply.
• Obtain and maintain registrations/licenses required for the role.

Skills

Quantitative modelling

Programming

Python

Java

SQL

kdb

Statistics & probability

Communication

Tools

Python

Java

SQL

kdb

Job description

Citi London seeks a Quantitative Analyst for the FX Algo Quant team focusing on FX Swaps and curve construction. You will build models to price and risk manage Linear FX products, collaborating with Traders and tech teams.

The role demands strong programming skills (Python/Java/SQL or q), market data experience, and robust communication. Hybrid work up to 2 days home, with competitive base salary and benefits.