Senior Quantitative Analyst - FX Options Electronic Pricing & Automation, Director - Citi
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Added before 1 Days
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
Full job description Discover your future at Citi
Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
Job Overview
Citi 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 offer
Joining 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.
------------------------------------------------------
Job Family Group:
Institutional Trading ------------------------------------------------------
Job Family:
Quantitative Analysis ------------------------------------------------------
Time Type:
Full time ------------------------------------------------------
Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other ch
Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
Job Overview
Citi 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 offer
Joining 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.
------------------------------------------------------
Job Family Group:
Institutional Trading ------------------------------------------------------
Job Family:
Quantitative Analysis ------------------------------------------------------
Time Type:
Full time ------------------------------------------------------
Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other ch
Job number 4285571
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