Quantitative Analyst – FX Options Electronic Pricing & Automation, VP

About the role

Develop and maintain production-grade analytics, pricing, risk management, and automation systems for Citi's FX Options business using modern C++ and Python. Collaborate with traders, structurers, technologists, and control functions to evolve the electronic pricing platform and ensure systems meet governance and risk standards. Requires a bachelor's degree or equivalent in a quantitative discipline, production software development experience in modern C++ and Python, and hands-on application of quantitative methods to complex derivatives, including FX Options. Candidates should understand market data and quantitative finance and communicate effectively; SQL, kdb, a relevant master's degree, and front-office derivatives experience are beneficial.