FX Quant Analyst | Hybrid, Global Pricing & Models

Citi; Greater London; Hybrid; GBP 70,000 - 100,000; Full time

Job summary

Citi is seeking a Quantitative Analyst for its FX Options team. You will develop valuation models, pricing algorithms and perform data analysis in close collaboration with traders, structurers and sales.

The role involves working with control functions and delivering robust Python/C++ solutions within Citi’s global platform. The team offers exposure to international markets, high-impact pricing challenges and a hybrid work model with three days in the office and two remote, supporting career

Qualifications

• Strong background in quantitative modelling or analytics.
• Proficiency with Python and/or C++ for production code.
• Excellent written and verbal communication skills.

Responsibilities

• Develop and support valuation models and pricing algorithms for FX Options.
• Collaborate with traders, structurers, sales and tech to deliver solutions.
• Ensure governance and controls with Legal, Compliance, Risk, Audit, and Finance.
• Write robust, efficient Python/C++ code and document work.
• Coordinate projects across multiple teams and maintain clear communication.

Skills

Python

C++

Masters level Math/Science

Written & Verbal Communication

Ownership & Initiative

Education

Masters degree in quantitative field

Tools

Git

Job description

Citi is seeking a Quantitative Analyst for its FX Options team. You will develop valuation models, pricing algorithms and perform data analysis in close collaboration with traders, structurers and sales.

The role involves working with control functions and delivering robust Python/C++ solutions within Citi’s global platform. The team offers exposure to international markets, high-impact pricing challenges and a hybrid work model with three days in the office and two remote, supporting career