full-time
Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director
Citi
- Employer
- Citi
- Location
- London
- Working pattern
- hybrid
About the role
Design and implement production-grade quantitative systems for FX Options pricing and risk management. Collaborate with traders and technology teams to manage the full lifecycle of quantitative change and ensure model integrity. Requires significant experience in electronic pricing or derivatives trading platforms and proficiency in C++ and Python. A Master's degree in a quantitative discipline such as mathematics, physics, or computer science is required.