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Citi Group FX Options Quantitative Analyst VP Hybrid 
United Kingdom, England, London 
231002332

24.09.2024

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 supplying financial services that enable growth and economic progress.

What you will do

  • You will work in close collaboration with trading, structuring, sales, and technology to develop novel solutions for the business.
  • Create, implement, and support quantitative models for the trading business using a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++, and Python.
  • Develop FX options analytics libraries used for pricing and risk-management.
  • You will support the development for various cross-asset regulatory framework across Citi.
  • Work in partnership with control functions to ensure appropriate governance and control infrastructure.

What we will need from you

  • Excellent mathematical and financial modelling skills.
  • Strong programming skills in C++.
  • Experience in comparable quantitative modelling or analytics role in financial sector. Experience in FX options is valuable but not necessary.
  • Knowledge of financial products and numerical methods such as PDEs (partial differential equations) and Montecarlo.
  • MSc or PhD degree in a quantitative subject.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

  • Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
  • A discretional annual performance related bonus
  • Private medical insurance packages to suit your personal circumstances.
  • Employee Assistance Program
  • Pension Plan
  • Paid Parental Leave
  • Special discounts for employees, family, and friends
  • Access to an array of learning and development resources

Institutional TradingQuantitative Analysis


Time Type:

Full time

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