Quantitative Analyst - FX Options
Role Overview
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, programming and communication to Citi’s FX Quantitative Analysis 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 providing financial services that enable growth and economic progress.
Full Job Posting
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
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, programming and communication to Citi’s FX Quantitative Analysis 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 providing financial services that enable growth and economic progress.
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
- Apply today to bring your quantitative expertise to Citi's FX Options business and help shape how global markets are priced and managed.
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Most Relevant Skills
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Other Relevant Skills
- 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 characteristic protected by law.
- If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi . View Citi’s EEO Policy Statement and the Know Your Rights poster.
Requirements
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- 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 characteristic protected by law.
- If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi . View Citi’s EEO Policy Statement and the Know Your Rights poster.
About Citi
Global financial services organization enabling growth and economic progress.
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