Team/Role Overview
Citi’s FX Quantitative Analysis Team is responsible for supporting the FX Options business within Citi Markets with valuation models, pricing algorithms and data analysis. This is a wide-ranging role that will cover a broad range of projects and involve working with traders, structurers and salespeople, technology teams and control functions, as well as fellow Quantitative Analysts.
What you’ll do
- Develop and support valuation models and pricing algorithms and perform data analysis for the FX Options business
- Work in close collaboration with trading, structuring, sales and technology to develop novel solutions for the business
- Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
- Write robust, clean and performant code in Python and C++
- Assist the team with documentation and written communication
- Assist in tracking and coordinating projects across multiple individuals and teams
What we’ll need from you
- A good mathematical/sciences background to masters level
- Previous experience in a comparable quantitative modeling or analytics role
- programming skills, preferably in Python and C++
- Clear and concise written and verbal communication skills
- Strong organisational abilities and a proactive attitude, willing to show ownership
What We Offer
Join a team where your quantitative expertise directly shapes how Citi prices and manages risk across global FX Options markets.
- Work on complex, high-impact pricing and risk problems alongside experienced traders and quants.
- Collaborate with colleagues and teams across the globe, gaining exposure to Citi’s international markets business
- Benefit from a hybrid working model with 3 days in the office and 2 days working remotely
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.
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