Senior FX Options Quant - Production Pricing & Automation Lead

Citi; Greater London; Hybrid; GBP 120,000 - 190,000; Full time

Benefits offered by this job

Hybrid work arrangement

Job summary

Citi is seeking a Senior Quantitative Analyst to shape electronic pricing and automation within its FX Options business. You will own the full lifecycle from design to production deployment, validation, and adoption in a fast-paced, front-office environment.

You will build production-grade analytics using C++, Python, and kdb, collaborate with traders and tech teams, and ensure governance and risk controls across the model lifecycle. Hybrid work supports collaboration and delivery.

Qualifications

• Significant experience delivering automated electronic pricing within FX Options or similar derivatives.
• Production-grade software design and implementation in C++ and Python.
• Strong statistics and probability knowledge for risk and pricing.
• Experience managing full quantitative change lifecycle including deployment and governance.
• Ability to communicate across traders, quants, and technology/control functions.
• Master's degree in a quantitative discipline.

Responsibilities

• Design and build analytics libraries for pricing and risk in FX Options.
• Maintain production electronic pricing, risk management and automation capabilities.
• Deploy and support production quantitative systems across the lifecycle.
• Collaborate with traders, structurers, quants and tech teams to translate requirements.
• Ensure governance, model validation and regulatory controls across implementations.

Skills

Automated pricing delivery

Production software development

Quantitative analysis & statistics

Cross-functional collaboration

Front-office trading domain knowledge

Education

Master's degree in quantitative discipline

Tools

C++

Python

kdb

SQL

Job description

Citi is seeking a Senior Quantitative Analyst to shape electronic pricing and automation within its FX Options business. You will own the full lifecycle from design to production deployment, validation, and adoption in a fast-paced, front-office environment.

You will build production-grade analytics using C++, Python, and kdb, collaborate with traders and tech teams, and ensure governance and risk controls across the model lifecycle. Hybrid work supports collaboration and delivery.