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Job Overview
Citi is looking for a Quantitative Analyst to help shape the next generation of its FX Options electronic pricing platform, working at the intersection of quantitative finance, software engineering, and live trading. This is a hands-on engineering-focused quant role embedded within a front-office environment, offering real ownership over pricing infrastructure that directly supports business growth and automation. You will collaborate daily with traders, structurers, and technologists to build and evolve production-grade systems that price and manage risk across complex financial instruments.

Responsibilities
*Develop analytics libraries that power real-time pricing and risk management across FX Options products.
*Implement, maintain and enhance production electronic pricing, risk management and automation capabilities across the FX Options business, applying appropriate quantitative techniques where required.
*Contribute to the evolution of the electronic pricing platform, delivering increased automation and new pricing capabilities.
*Develop high-performance quantitative solutions in modern C++ and Python, applying object-oriented design principles.
*Partner closely with traders and structurers to translate business requirements into robust, production-ready pricing infrastructure.
*Work with risk, compliance, and finance functions to ensure models and systems operate within appropriate governance and control frameworks.
*Apply sound judgement when assessing the risk profile of systems and models, maintaining high standards of accuracy, transparency, and ethical conduct.
Required Qualifications & Skills *Demonstrated ability to design and implement production software in modern C++ and Python, including object-oriented design principles and production-quality development practices.
*Hands-on experience applying statistics, probability theory, and mathematical techniques to evaluate and model the behaviour of complex derivative products, including FX Options.
*Familiarity with market data concepts and their application in pricing, electronic pricing or risk analytics.
*Understanding of quantitative finance principles, including investment products and quantitative methods.
*Clear and confident written and verbal communication skills, with the ability to collaborate effectively across trading, technology, and control functions.
*A Bachelor’s degree or equivalent in a quantitative discipline such as mathematics, physics, computer science, or engineering.
Beneficial Skills & Qualifications *Practical knowledge of SQL and kdb for data querying and manipulation within quantitative or analytics workflows.
*A Master’s degree in a relevant quantitative field.
*Prior experience in FX Options, derivatives pricing, electronic pricing, or related front-office trading environments.
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What We Offer

Joining Citi’s front-office quant team means working on pricing systems that operate at scale in a live trading environment. This is a role where your technical contributions have direct, measurable impact - and where you will be supported to grow from a specialist engineering quant into a broader front-office role over time. *The opportunity to shape the architecture of a next-generation electronic pricing platform, building on a mature production environment with real business impact.
*A clear development pathway from a technical quant role into a broader front-office position, with structured exposure to trading, structuring, and quantitative strategy.
*A hybrid working model with 3 days in the office and 2 days working remotely, providing flexibility alongside strong team collaboration.
*Access to Citi’s global network of quantitative finance, technology, and trading professionals, offering broad exposure and long-term career development.
*A performance-driven team environment where technical depth is valued and your work directly influences business outcomes.
*Competitive financial wellbeing benefits, including compensation aligned to the front-office quant market.
*Access to learning and development resources to support ongoing growth in both quantitative methods and software engineering.
Apply now to bring your C++ and quantitative engineering expertise to one of the world’s leading financial institutions and help build the pricing systems that power Citi’s FX Options business.
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Job Family Group:
Institutional Trading ------------------------------------------------------

Job Family:
Quantitative Analysis ------------------------------------------------------

Time Type:
Full time ------------------------------------------------------

Most Relevant Skills
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Other Relevant Skills
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