Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in mathematics, modelling, problem solving and programming skills to Citi’s FX Options quant Team.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly supplying financial services that enable growth and economic progress.

Team/Role Overview

An FX options quantitative analyst works to deliver a pricing and risk management library to the FX options desk. This is a wide ranging role that can touch on many parts of Citi’s organization, from maintaining and developing complex options pricing models, to collaborating with our partners in control functions and technology to support the cross-asset regulatory frameworks at Citi, to directly working with the trading desk and structuring to develop new pricing and risk management tools. In this role you will have the opportunity to make an impact across all these areas and more.

What you will do
* You will work in close collaboration with trading, structuring, sales, and technology to develop novel solutions for the business.
* Create, implement, and support quantitative models for the trading business using a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++, and Python.
* Develop FX options analytics libraries used for pricing and risk-management.
* You will support the development for various cross-asset regulatory framework across Citi.
* Work in partnership with control functions to ensure appropriate governance and control infrastructure.
What we will need from you
* Excellent mathematical and financial modelling skills.
* Strong programming skills in C++.
* Experience in comparable quantitative modelling or analytics role in financial sector. Experience in FX options is valuable but not necessary.
* Knowledge of financial products and numerical methods such as PDEs (partial differential equations) and Montecarlo.
* MSc or PhD degree in a quantitative subject.
What we can offer you

This is a role that will offer you the opportunity to build an in-depth knowledge of financial services operations. Every day there will be new business challenges that will help you develop new skills that can drive your career.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: * Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
* A discretional annual performance related bonus
* Private medical insurance packages to suit your personal circumstances.
* Employee Assistance Program
* Pension Plan
* Paid Parental Leave
* Special discounts for employees, family, and friends
* Access to an array of learning and development resources
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

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Job Family Group:

Institutional Trading------------------------------------------------------
Job Family:

Quantitative Analysis------------------------------------------------------
Time Type:

Full time------------------------------------------------------
Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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