Senior FX Options Automation Quant (Hybrid) - Pricing

Citi; Greater London; Híbrido; GBP 120.000 - 180.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Hybrid work: 3 days in office, 2 days

Global scale, resources

Performance-driven environment

Descripción de la vacante

Citi is seeking a Senior Quantitative Analyst to shape electronic pricing and automation in its FX Options business. You will own the full lifecycle of quantitative change—from design and implementation to production deployment, validation, and business adoption.

Responsibilities include building pricing/risk analytics libraries, deploying production pricing and automation, and collaborating with traders, quants, and technology teams to deliver robust solutions that meet governance standards.

Formación

• Significant experience delivering automated electronic pricing and options pricing in FX Options or derivatives.
• Proficient in production software design in C++ and Python with OO principles.
• Strong knowledge of statistics and probability for complex instrument risk.
• Experience managing or contributing to the full quantitative change lifecycle.
• Ability to collaborate across traders, quants, and technology teams.
• Master's degree in mathematics, physics, computer science, or engineering.

Responsabilidades

• Design and build analytics libraries powering pricing and risk for FX Options.
• Implement and maintain production electronic pricing, risk management and automation.
• Create and maintain production quantitative systems across full change lifecycle.
• Build and optimize production quantitative systems using C++, Python, kdb, and SQL with OO design.
• Work with traders, structurers, quants and tech to translate requirements into robust solutions.
• Manage pricing controls, pricing parameter management, and data governance in live trading.
• Partner with model validation, risk, compliance, legal, and finance for governance.

Conocimientos

Front-office FX

Production deployment

Cross-functional collaboration

Educación

Master's degree in quantitative discipline

Herramientas

C++

Python

kdb

SQL

Descripción del empleo

Citi is seeking a Senior Quantitative Analyst to shape electronic pricing and automation in its FX Options business. You will own the full lifecycle of quantitative change—from design and implementation to production deployment, validation, and business adoption.

Responsibilities include building pricing/risk analytics libraries, deploying production pricing and automation, and collaborating with traders, quants, and technology teams to deliver robust solutions that meet governance standards.