Senior FX Quant Developer — Production Analytics Lead

Citigroup Inc.; Greater London; Hybrid; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Hybrid work model

Professional development resources

Job summary

Citi in London is seeking a Senior Quantitative Analyst to shape electronic pricing and automation within its FX Options business, owning the full lifecycle of quantitative change—from design and implementation through production deployment and ongoing adoption.

You will work with traders and technology teams to build production-grade analytics using C++, Python, kdb, and SQL, ensuring governance and model integrity in live trading environments.

Qualifications

• Significant experience delivering automated electronic pricing or related front-office initiatives in FX Options or similar derivatives.
• Proven production software design in modern C++ and Python with production-grade practices.
• Applied knowledge of statistics and probability for complex financial instrument risk.
• Experience with full quantitative change lifecycle including deployment and governance.
• Ability to translate quantitative concepts to diverse audiences across teams.
• Master's degree in a quantitative field.

Responsibilities

• Design and build analytics libraries powering pricing and risk management for FX Options.
• Implement and enhance production electronic pricing, risk management, and automation capabilities.
• Create and maintain production quantitative systems across the full lifecycle from design to deployment.
• Build and optimize production quantitative systems using C++, Python, kdb, and SQL.
• Collaborate with traders, structurers, quants, and tech to translate requirements into production-ready solutions.
• Coordinate with governance, validation, risk, and finance to ensure regulatory compliance.

Skills

Front-office pricing

C++

Python

Statistics

Model governance

Cross-functional collaboration

Education

Master's degree in quantitative discipline

Tools

kdb

SQL

Job description

Citi in London is seeking a Senior Quantitative Analyst to shape electronic pricing and automation within its FX Options business, owning the full lifecycle of quantitative change—from design and implementation through production deployment and ongoing adoption.

You will work with traders and technology teams to build production-grade analytics using C++, Python, kdb, and SQL, ensuring governance and model integrity in live trading environments.