VP Quant - FX Options Pricing & Platform Engineer

Citi; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Hybrid working model

Global network of professionals

Career development opportunities

Job summary

Citi is seeking a Quantitative Analyst to shape the next generation of its FX Options electronic pricing platform. This hands-on role sits at the intersection of quantitative finance, software engineering, and live trading, delivering ownership over pricing infrastructure that supports growth and automation.

You'll develop production-grade analytics in C++ and Python, collaborate daily with traders and technologists, and ensure models meet governance standards within a front-office environment.

Qualifications

• Production software in modern C++ and Python with OO design.
• Experience applying statistics and probability to derivatives pricing.
• Familiarity with market data and pricing concepts.
• Bachelor's in a quantitative field.

Responsibilities

• Develop analytics libraries powering real-time pricing and risk management.
• Maintain and enhance production pricing and automation capabilities.
• Build high-performance C++/Python solutions for pricing infrastructure.
• Collaborate with traders and technologists to translate requirements into robust systems.

Skills

C++

Python

Production software

Quantitative finance

Communication

Education

Bachelor's in quantitative field

Master's degree (quant)

Tools

SQL

kdb+

Git

Job description

Citi is seeking a Quantitative Analyst to shape the next generation of its FX Options electronic pricing platform. This hands-on role sits at the intersection of quantitative finance, software engineering, and live trading, delivering ownership over pricing infrastructure that supports growth and automation.

You'll develop production-grade analytics in C++ and Python, collaborate daily with traders and technologists, and ensure models meet governance standards within a front-office environment.