full-time
Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director
Citi
- Employer
- Citi
- Location
- London
- Working pattern
- hybrid
About the role
Design, build, deploy, and support production analytics, pricing, risk management, and automation systems for the FX Options business across the full quantitative change lifecycle. Partner with trading, technology, and control teams to deliver robust solutions while managing pricing controls, data, model integrity, and governance requirements. Requires significant experience delivering production electronic pricing, options pricing, or related front-office trading platform initiatives, along with production-quality C++ and Python development skills. Candidates must have applied knowledge of statistics and probability, experience across quantitative change and governance, strong cross-functional communication skills, and a master's degree in a quantitative discipline.