Quantitative Analyst – Fx Options Electronic Pricing & Automation, Vp

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

Citi is looking for a Quantitative Analyst to help shape the next generation of its FX Options electronic pricing platform, working at the intersection of quantitative finance, software engineering, and live trading. This is a hands-on engineering-focused quant role embedded within a front-office environment, offering real ownership over pricing infrastructure that directly supports business growth and automation. You will collaborate daily with traders, structurers, and technologists to build and evolve production-grade systems that price and manage risk across complex financial instruments.

Responsibilities

• Develop analytics libraries that power real-time pricing and risk management across FX Options products.
• Implement, maintain and enhance production electronic pricing, risk management and automation capabilities across the FX Options business, applying appropriate quantitative techniques where required.
• Contribute to the evolution of the electronic pricing platform, delivering increased automation and new pricing capabilities.
• Develop high-performance quantitative solutions in modern C++ and Python, applying object-oriented design principles.
• Partner closely with traders and structurers to translate business requirements into robust, production-ready pricing infrastructure.
• Work with risk, compliance, and finance functions to ensure models and systems operate within appropriate governance and control frameworks.
• Apply sound judgement when assessing the risk profile of systems and models, maintaining high standards of accuracy, transparency, and ethical conduct.

Required Qualifications & Skills

• Demonstrated ability to design and implement production software in modern C++ and Python, including object-oriented design principles and production-quality development practices.
• Hands-on experience applying statistics, probability theory, and mathematical techniques to evaluate and model the behaviour of complex derivative products, including FX Options.
• Familiarity with market data concepts and their application in pricing, electronic pricing or risk analytics.
• Understanding of quantitative finance principles, including investment products and quantitative methods.
• Clear and confident written and verbal communication skills, with the ability to collaborate effectively across trading, technology, and control functions.
• A Bachelor's degree or equivalent in a quantitative discipline such as mathematics, physics, computer science, or engineering.

Beneficial Skills & Qualifications

• Practical knowledge of SQL and kdb for data querying and manipulation within quantitative or analytics workflows.
• A Master's degree in a relevant quantitative field.
• Prior experience in FX Options, derivatives pricing, electronic pricing, or related front-office trading environments.
• undefined

What We Offer

Joining Citi's front-office quant team means working on pricing systems that operate at scale in a live trading environment. This is a role where your technical contributions have direct, measurable impact — and where you will be supported to grow from a specialist engineering quant into a broader front-office role over time.

• The opportunity to shape the architecture of a next-generation electronic pricing platform, building on a mature production environment with real business impact.
• A clear development pathway from a technical quant role into a broader front-office position, with structured exposure to trading, structuring, and quantitative strategy.
• A hybrid working model with 3 days in the office and 2 days working remotely, providing flexibility alongside strong team collaboration.
• Access to Citi's global network of quantitative finance, technology, and trading professionals, offering broad exposure and long-term career development.
• A performance-driven team environment where technical depth is valued and your work directly influences business outcomes.
• Competitive financial wellbeing benefits, including compensation aligned to the front-office quant market.
• Access to learning and development resources to support ongoing growth in both quantitative methods and software engineering.

Job Family Group:

Institutional Trading

Job Family:

Quantitative Analysis

Time Type:

Full time

Most Relevant Skills:

Please see the requirements listed above.