About this role
Citi is looking for a Quantitative Analyst to help shape the next generation of its FX Options electronic pricing platform, working at the intersection of quantitative finance, software engineering, and live trading. This is a hands-on engineering-focused quant role embedded within a front-office environment, offering real ownership over pricing infrastructure that directly supports business growth and automation. You will collaborate daily with traders, structurers, and technologists to build and evolve production-grade systems that price and manage risk across complex financial instruments. Responsibilities
• Develop analytics libraries that power real-time pricing and risk management across FX Options products. • Implement, maintain and enhance production electronic pricing, risk management and automation capabilities across the FX Options business, applying appropriate quantitative techniques where required. • Contribute to the evolution of the electronic pricing platform, delivering increased automation and new pricing capabilities. • Develop high-performance quantitative solutions in modern C++ and Python, applying object-oriented design principles. • Partner closely with traders and structurers to translate business requirements into robust, production-ready pricing infrastructure. • Work with risk, compliance, and finance functions to ensure models and systems operate within appropriate governance and control frameworks. • Apply sound judgement when assessing the risk profile of systems and models, maintaining high standards of accuracy, transparency, and ethical conduct. Required Qualifications & Skills
• Demonstrated ability to design and implement production software in modern C++ and Python, including object-oriented design principles and production-quality development practices. • Hands-on experience applying statistics, probability theory, and mathematical techniques to evaluate and model the behaviour of complex derivative products, including FX Options. • Familiarity with market data concepts and their application in pricing, electronic pricing or risk analytics. • Understanding of quantitative finance principles, including investment products and quantitative methods. • Clear and confident written and verbal communication skills, with the ability to collaborate effectively across trading, technology, and control functions. • A Bachelor's degree or equivalent in a quantitative discipline such as mathematics, physics, computer science, or engineering. Beneficial Skills & Qualifications
• Practical knowledge of SQL and kdb for data querying and manipulation within quantitative or analytics workflows. • A Master's degree in a relevant quantitative field. • Prior experience in FX Options, derivatives pricing, electronic pricing, or related front-office trading environments.
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What We Offer Joining Citi's front-office quant team means working on pricing systems that operate at scale in a live trading environment. This is a role where your technical contributions have direct, measurable impact — and where you will be supported to grow from a specialist engineering quant into a broader front-office role over time.
• The opportunity to shape the architecture of a next-generation electronic pricing platform, building on a mature production environment with real business impact. • A clear development pathway from a technical quant role into a broader front-office position, with structured exposure to trading, structuring, and quantitative strategy. • A hybrid working model with 3 days in the office and 2 days working remotely, providing flexibility alongside strong team collaboration. • Access to Citi's global network of quantitative finance, technology, and trading professionals, offering broad exposure and long-term career development. • A performance-driven team environment where technical depth is valued and your work directly influences business outcomes. • Competitive financial wellbeing benefits, including compensation aligned to the front-office quant market. • Access to learning and development resources to support ongoing growth in both quantitative methods and software engineering. Apply now to bring your C++ and quantitative engineering expertise to one of the world's leading financial institutions and help build the pricing systems that power Citi's FX Options business. ------------------------------------------------------ Job Family Group: Institutional Trading------------------------------------------------------ Job Family: Quantitative Analysis------------------------------------------------------ Time Type: Full time------------------------------------------------------ Most Relevant Skills Please see the requirements listed above.------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------ 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.
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