Quantitative Analyst – FX Options Electronic Pricing & Automation, VP

Citibank (Switzerland) AG; Greater London; Hybrid; GBP 100,000 - 150,000; Full time

Benefits offered by this job

Hybrid work model

Office–remote flexibility

Job summary

Citi is seeking a Quantitative Analyst to advance its FX Options electronic pricing platform in a hands-on, front-office role combining quantitative finance and software engineering.

You will work closely with traders and technologists to build production-grade systems, pricing and managing risk across FX instruments, with emphasis on real-time analytics and automation.

Qualifications

• Design and implement production software in C++ and Python.
• Apply statistics, probability, and math to price FX Options and model risk.
• Familiarity with market data concepts and pricing/risk analytics.

Responsibilities

• Develop analytics libraries powering real-time pricing and risk for FX Options.
• Maintain and enhance production electronic pricing, risk analytics, and automation.
• Collaborate with traders and technologists to deliver scalable pricing infrastructure.

Skills

C++

Python

Statistics

Market data concepts

Quantitative finance

Education

Bachelor's degree in a quantitative discipline

Tools

SQL

kdb

Job description

## Quantitative Analyst – FX Options Electronic Pricing & Automation, VPApply: Hybrid: London United Kingdom: Full time: Posted Yesterday: End Date: October 18, 2026 (15 days left to apply): 26996411Citi 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 OfferJoining 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.Apply now to bring your C++ and quantitative engineering expertise to one of the world's leading financial institutions and help build the pricing systems that power Citi's FX Options business.