Senior FX Options Electronic Pricing & Automation Architect

Citi; Greater London; Hybrid; GBP 150,000 - 230,000; Full time

Benefits offered by this job

Hybrid work arrangement

Global bank resources

Job summary

Citi is seeking a Senior Quantitative Analyst to own the full lifecycle of quantitative change for FX Options, from design to production deployment and ongoing adoption. You will collaborate with traders, structurers, and technology teams to deliver robust, scalable models and ensure governance and regulatory compliance.

This senior individual-contributor role emphasizes production ownership and measurable business impact, with a hybrid work arrangement and direct access to Citi's global

Qualifications

• Significant experience delivering automated electronic pricing, options pricing or front-office trading platform initiatives in FX Options or related derivatives.
• Design and implement production software in modern C++ and Python with production-grade practices.
• Applied statistics and probability for complex financial instrument risk and numerical schemes.

Responsibilities

• Design and build analytics libraries powering pricing and risk management for FX Options.
• Maintain and enhance production electronic pricing, risk management, and automation capabilities.
• Create, deploy, and maintain production quantitative systems across full change lifecycle.

Skills

C++

Python

Statistics

FX Options

Production deployment

Education

Master's degree in a quantitative discipline

Tools

SQL

kdb

Job description

Citi is seeking a Senior Quantitative Analyst to own the full lifecycle of quantitative change for FX Options, from design to production deployment and ongoing adoption. You will collaborate with traders, structurers, and technology teams to deliver robust, scalable models and ensure governance and regulatory compliance.

This senior individual-contributor role emphasizes production ownership and measurable business impact, with a hybrid work arrangement and direct access to Citi's global