Quantitative Analyst - Fx

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

• 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

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

Institutional Trading

Quantitative Analysis

Full time

Please see the requirements listed above.

For complementary skills, please see above and/or contact the recruiter.