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
<ul>
<li>Design and build analytics libraries that power pricing and risk management for the FX Options trading business, directly supporting electronic pricing and automation workflows.</li>
<li>Implement, maintain and enhance production electronic pricing, risk management and automation capabilities across the FX Options business, applying appropriate quantitative techniques where required.</li>
<li>Create, deploy, and maintain production quantitative systems across the full change lifecycle, covering design, implementation, testing, validation, deployment, business adoption, and ongoing support.</li>
<li>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.</li>
<li>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.</li>
<li>Manage pricing controls, pricing parameter management, and quantitative data management processes to ensure model integrity and operational reliability in live trading environments.</li>
<li>Partner with model validation, risk, compliance, legal, and finance functions to maintain appropriate governance frameworks and ensure solutions meet regulatory and control requirements.</li>
</ul>
Required Qualifications &amp; Skills
<ul>
<li>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.</li>
<li>Demonstrated ability to design and implement production software in modern C++ and Python, including object-oriented design principles and production-quality development practices.</li>
<li>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.</li>
<li>Experience managing or contributing to the full quantitative change lifecycle, including production deployment, business adoption, model governance, and ongoing system support.</li>
<li>Ability to work across technical, trading, and control functions simultaneously, translating quantitative concepts into clear, actionable outcomes for varied audiences.</li>
<li>Master's degree in a quantitative discipline such as mathematics, physics, computer science, or engineering.</li>
</ul>
Beneficial Skills &amp; Qualifications
<ul>
<li>Experience in electronic pricing, algorithmic pricing, pricing automation, market making, or options automation within a front-office trading environment.</li>
<li>Familiarity with FX Options pricing, risk management, or structured product workflows, or an adjacent quantitative discipline where comparable techniques have been applied.</li>
<li>Exposure to pricing controls, pricing parameter management, quantitative data management, or model governance frameworks in a production setting.</li>
<li>Proficiency in additional languages or tools from the following set: Python, Java, kdb, or hardware-accelerated computing.</li>
</ul>
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.
<ul>
<li>Direct ownership of quantitative systems that operate in live production front-office environments, with real and visible impact on trading outcomes.</li>
<li>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.</li>
<li>Collaboration with experienced traders, quantitative analysts, technologists, and model validation professionals across a globally connected team.</li>
<li>Hybrid working arrangement with 3 days in the office and 2 days working remotely, providing a structured balance between collaboration and focused delivery.</li>
<li>Access to Citi's global scale, infrastructure, and resources, enabling delivery of complex quantitative capabilities at an institutional level.</li>
<li>A performance-driven environment that rewards technical excellence, delivery ownership, and the ability to operate across the full quantitative change lifecycle.</li>
<li>Support for ongoing professional development, including access to learning resources and exposure to evolving quantitative methods, market structure, and technology.</li>
</ul>
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.
<hr>
Job Family Group:
Institutional Trading
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Job Family:
Quantitative Analysis
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Time Type:
Full time
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Most Relevant Skills
Please see the requirements listed above.
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Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.
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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.

Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director

Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director

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