Quantitative Analyst – FX Options Electronic Pricing & Automation, VP

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

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. undefined 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. View Citi’s EEO Policy Statement and the Know Your Rights poster.