Hybrid FX Options Quant - Pricing Models & Data Analytics

Citigroup Inc.; Greater London; Hybrid; GBP 100,000 - 170,000; Full time

Benefits offered by this job

Hybrid work model

Job summary

Citigroup Inc. is seeking an FX Quantitative Analyst to build and maintain valuation models and pricing algorithms for the FX Options business. You’ll work with traders, structurers, sales and tech to deliver robust analytics and scalable solutions across global markets.

You will write clear Python and C++ code, contribute to data analysis, and communicate findings to stakeholders. A masters-level quantitative background and hands-on modeling experience are essential.

Qualifications

• Masters-level quantitative background required.
• Experience in quantitative modeling or analytics role.
• Proficient in Python and C++ programming.
• Clear written and verbal communication skills.
• Strong organisational abilities and proactive ownership.

Responsibilities

• Develop and support valuation models and pricing algorithms; perform data analysis for FX Options.
• Collaborate with traders, structurers, sales and technology to build novel solutions.
• Work with control functions to ensure governance and control infrastructure.
• Write robust, clean, performant Python and C++ code.
• Assist with documentation and written communication; track and coordinate projects.

Skills

Python

C++

Mathematics

Communication

Ownership

Education

Masters degree in a quantitative field

Job description

Citigroup Inc. is seeking an FX Quantitative Analyst to build and maintain valuation models and pricing algorithms for the FX Options business. You’ll work with traders, structurers, sales and tech to deliver robust analytics and scalable solutions across global markets.

You will write clear Python and C++ code, contribute to data analysis, and communicate findings to stakeholders. A masters-level quantitative background and hands-on modeling experience are essential.