Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director

Citibank (Switzerland) AG; Greater London; Hybrid; GBP 150,000 - 210,000; Full time

Job summary

Citi is seeking a Senior Quantitative Analyst for FX Options electronic pricing and automation in London.

You will own end-to-end production of quantitative changes, from design to deployment and ongoing adoption, working with traders, structurers and technologists in a hybrid setup.

Qualifications

• Significant experience delivering automated electronic pricing or related front-office trading platforms.
• Proven production software design in C++/Python with modern OO practices.
• Strong statistics knowledge for pricing, risk, and numerical methods.

Responsibilities

• Design analytics libraries powering pricing and risk management for FX Options.
• Maintain production electronic pricing, risk management and automation capabilities.
• Deliver end-to-end production quantitative systems across design, testing, deployment and adoption.
• Collaborate with traders, structurers and tech teams to translate requirements into production-ready solutions.
• Manage pricing controls, parameter management, and data governance for live trading.

Skills

C++

Python

Quantitative analysis

Production software

Statistical modeling

Cross-functional

Education

Master's degree in quantitative field

Tools

kdb

SQL

Job description

## Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, DirectorApply: Hybrid: London United Kingdom: Full time: Posted Yesterday: End Date: October 18, 2026 (15 days left to apply): 26996374Citi is hiring a Senior Quantitative Analyst to help shape the next generation of electronic pricing and automation capabilities within its FX Options business. This is a high-impact individual contributor role where you will own the full lifecycle of quantitative change — from design and implementation through to production deployment, validation, and ongoing business adoption. If you have delivered production-grade quantitative systems in fast-paced front-office environments and are ready to bring fresh approaches to one of the world's leading global banks, this role offers genuine scope to make a lasting mark.Responsibilities* Design and build analytics libraries that power pricing and risk management for the FX Options trading business, directly supporting electronic pricing and automation workflows.* Implement, maintain and enhance production electronic pricing, risk management and automation capabilities across the FX Options business, applying appropriate quantitative techniques where required.* Create, deploy, and maintain production quantitative systems across the full change lifecycle, covering design, implementation, testing, validation, deployment, business adoption, and ongoing support.* Build and optimize production quantitative systems and models using a broad technical toolkit including C++, Python, kdb, and SQL, applying object-oriented software design principles where appropriate.* Work directly with traders, structurers, quantitative analysts, and technology teams to translate business requirements into robust, production-ready solutions that meet both performance and governance standards.* Manage pricing controls, pricing parameter management, and quantitative data management processes to ensure model integrity and operational reliability in live trading environments.* Partner with model validation, risk, compliance, legal, and finance functions to maintain appropriate governance frameworks and ensure solutions meet regulatory and control requirements.Required qualifications & skills* Significant experience delivering automated electronic pricing, options pricing or related front-office trading platform initiatives within FX Options or a comparable derivatives business, with a demonstrable track record of successful production deployment, business adoption and measurable business impact.* Demonstrated ability to design and implement production software in modern C++ and Python, including object-oriented design principles and production-quality development practices.* Applied knowledge of statistics and probability, including the use of probability theory to evaluate complex financial instrument risk, solve analytical equations, and design numerical schemes for complex contract analysis.* Experience managing or contributing to the full quantitative change lifecycle, including production deployment, business adoption, model governance, and ongoing system support.* Ability to work across technical, trading, and control functions simultaneously, translating quantitative concepts into clear, actionable outcomes for varied audiences.* Master's degree in a quantitative discipline such as mathematics, physics, computer science, or engineering.Beneficial skills & qualifications* Experience in electronic pricing, algorithmic pricing, pricing automation, market making, or options automation within a front-office trading environment.* Familiarity with FX Options pricing, risk management, or structured product workflows, or an adjacent quantitative discipline where comparable techniques have been applied.* Exposure to pricing controls, pricing parameter management, quantitative data management, or model governance frameworks in a production setting.* Proficiency in additional languages or tools from the following set: Python, Java, kdb, or hardware-accelerated computing.What we offerJoining Citi means stepping into a role with genuine strategic weight, access to global markets, and the opportunity to shape how one of the world's most active FX businesses prices and automates at scale. This is a role for someone who values production ownership, technical depth, and measurable business impact.* Direct ownership of quantitative systems that operate in live production front-office environments, with real and visible impact on trading outcomes.* Exposure to a broad set of quantitative disciplines and the opportunity to bring new ideas and techniques that are less common in traditional FX Options teams.* Collaboration with experienced traders, quantitative analysts, technologists, and model validation professionals across a globally connected team.* Hybrid working arrangement with 3 days in the office and 2 days working remotely, providing a structured balance between collaboration and focused delivery.* Access to Citi's global scale, infrastructure, and resources, enabling delivery of complex quantitative capabilities at an institutional level.* A performance-driven environment that rewards technical excellence, delivery ownership, and the ability to operate across the full quantitative change lifecycle.* Support for ongoing professional development, including access to learning resources and exposure to evolving quantitative methods, market structure, and technology.Apply now to bring your quantitative expertise to a role where production ownership, technical innovation, and business impact sit at the centre of everything you do.