Senior FX Options Pricing & Automation Engineer

Citigroup Inc.; United States; Hybrid; USD 180,000 - 280,000; Full time

Benefits offered by this job

Hybrid work model

Job summary

Citigroup Inc. seeks a Senior Quantitative Analyst to lead the development of production quantitative systems for FX Options pricing and automation. You will work with traders, quants, and technology teams to translate business needs into robust, scalable solutions that meet governance and performance standards.

The role offers ownership of end-to-end delivery, exposure to a broad set of quantitative disciplines, and collaboration with a globally connected team across a hybrid office arrangement.

Qualifications

• Significant experience delivering automated electronic pricing, options pricing or related front-office trading platform initiatives within FX Options or a comparable derivatives business.
• Demonstrated ability to design and implement production software in modern C++ and Python with production-quality practices.
• Applied knowledge of statistics and probability to evaluate complex financial instrument risk and design numerical schemes.

Responsibilities

• Design and build analytics libraries powering pricing and risk management for FX Options trading.
• Implement and maintain production electronic pricing, risk management, and automation capabilities.
• Own production quantitative systems across the full change lifecycle from design to deployment and support.

Skills

C++

Python

kdb

SQL

OO Design

Production deployment

Statistics

Education

Master's degree in quantitative discipline

Tools

Kdb

Python

Job description

Citigroup Inc. seeks a Senior Quantitative Analyst to lead the development of production quantitative systems for FX Options pricing and automation. You will work with traders, quants, and technology teams to translate business needs into robust, scalable solutions that meet governance and performance standards.

The role offers ownership of end-to-end delivery, exposure to a broad set of quantitative disciplines, and collaboration with a globally connected team across a hybrid office arrangement.