Quantitative Analyst - FX Algo Quant (Vice President)

Citigroup Inc.; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Citigroup Inc. is seeking a Quantitative Analyst to join the FX Algo Quant team focusing on FX Swaps and curve construction. You will develop models for automatic pricing and risk management of Linear FX products and collaborate with traders and technology teams to implement robust solutions.

The role emphasizes risk-aware decision making, governance adherence, and effective communication across functions to support revenue generation and financial integrity.

Qualifications

• Strong mathematical and statistical background
• Ability to work with traders and technology teams
• Familiarity with risk governance and control processes
• Excellent communication and diplomacy skills

Responsibilities

• Create, implement, and support quantitative models for the trading business leveraging mathematical and computer science methods and tools including Java, Python, kdb, SQL
• Collaborate closely with Traders and technology professionals
• Work with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure governance and control infrastructure
• Build a culture of responsible finance, governance, expense discipline and ethics
• Assess risk/reward of transactions and ensure the firm’s reputation is considered
• Adhere to Citi’s Code of Conduct and Plan of Supervision for Global Markets and Securities Services
• Follow all policies and procedures as defined by your role

Skills

Analytical thinking

Communication

Team collaboration

Tools

Java

Python

kdb

SQL

Job description

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

The Quantitative Analyst will join the FX Algo Quant team with a focus on FX Swaps and curve construction. This team is responsible for creating and improving models that allow us to automatically price and risk manage Linear FX products. The analyst is a strategic professional who stays abreast of developments within this field and contributes to the strategy by considering their application in own job and the business. There is a direct connection between the work delivered and the revenue that the businesses generate so therefore requires a good commercial awareness. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular our trading colleagues. Expected to have a basic understanding of technology architectural principles as there is a close relationship with the development teams in order to deliver the models and to ensure that they perform.

What you’ll do

• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, Java, Python, kdb, Structured Query Language (SQL), mathematical finance/programming and statistics and probability
• Collaborate closely with Traders and technology professionals.
• 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
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
• Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm’s reputation.
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same
• Adhere to all policies and procedures as defined by your role which will be communicated to you