Senior Quantitative Analyst – FX Electronic Pricing & Automation, Director

Job d:

Location:

London, England, United Kingdom Category:
Institutional Trading Company:
Citi 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…