FX Options Quantitative Analyst, Senior Financial Modeler

7 days ago

London, Greater London, United Kingdom Citi Full time
About the Role

Citi is seeking a highly skilled Quantitative Analyst to join our FX Options team. As a key member of our team, you will be responsible for delivering a pricing and risk management library to the FX options desk.

Key Responsibilities
  • Collaborate with trading, structuring, sales, and technology teams to develop novel solutions for the business.
  • Create, implement, and support quantitative models for the trading business using mathematical and computer science methods and tools.
  • Develop FX options analytics libraries used for pricing and risk management.
  • Support the development of cross-asset regulatory frameworks across Citi.
  • Work in partnership with control functions to ensure appropriate governance and control infrastructure.
Requirements
  • Excellent mathematical and financial modeling skills.
  • Strong programming skills in C++.
  • Experience in a comparable quantitative modeling or analytics role in the financial sector.
  • Knowledge of financial products and numerical methods such as PDEs and Monte Carlo.
  • MSc or PhD degree in a quantitative subject.
What We Offer

Citi is committed to providing a positive and inclusive work environment. We offer a competitive base salary, annual performance-related bonus, and a range of benefits including private medical insurance, employee assistance program, pension plan, and paid parental leave.

We are an equal opportunity employer and welcome applications from diverse candidates. If you are a person with a disability and need a reasonable accommodation to apply for this role, please review our Accessibility Policy.

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