Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director
Citigroup · London
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.
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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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