Quantitative Analyst - FX Options

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
  
  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., 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
Apply today to bring your quantitative expertise to Citi's FX Options business and help shape how global markets are priced and managed.