Senior FX Options Quant — Hybrid Remote Pricing & Automation

06500 Citigroup Global Markets Limited

England

Hybrid

GBP 120,000 - 180,000

Full time

7 days ago

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Benefits offered by this job

Hybrid work (3 days in office, 2 days)

Global markets exposure

Professional development resources

Job summary

Citi is seeking a Senior Quantitative Analyst to shape electronic pricing and automation for the FX Options business. You will own the full lifecycle of quantitative changes—from design and implementation through production deployment and ongoing adoption in a fast-paced front-office environment.

The role requires delivering production-grade systems using C++, Python, kdb, and SQL, collaborating with traders, structurers, and tech teams, and ensuring governance, model validation, and controls

Qualifications

Significant experience delivering automated electronic pricing and front-office systems.
Production deployment and adoption experience.
Strong C++ and Python production development practice.
Master's degree in mathematics, physics, CS or engineering.

Responsibilities

Design and build analytics libraries for pricing and risk.
Maintain production electronic pricing and automation capabilities.
Develop production quantitative systems across the full change lifecycle.
Collaborate with traders, structurers, quants and technology teams.

Skills

C++ production code

Python production code

FX Options pricing

Statistical analysis

Model governance

Team collaboration

Education

Master's degree in quantitative discipline

Tools

C++

Python

kdb

SQL

Job description

The role requires delivering production-grade systems using C++, Python, kdb, and SQL, collaborating with traders, structurers, and tech teams, and ensuring governance, model validation, and controls

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