FX Quantitative Developer (Hybrid)

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analytics, programming and communication to Citi’s FX Quantitative Development Team.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

An FX options quantitative developer works to deliver a pricing and risk management library to the FX options desk. This is a wide ranging role that can touch on many parts of Citi's organization, from maintaining and developing complex options pricing models, to collaborating with our partners in technology to support the cross-asset regulatory frameworks at Citi, to directly working with the trading desk to develop new pricing tools. In this role you will have the opportunity to make an impact across all of these areas and more.

What you’ll do

• Develop FX options analytics libraries used for pricing and risk-management.
• Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, C++ including STL and Python
• Support the release process of the FX options analytics library across various systems
• You will support the development for various cross-asset regulatory framework across Citi
• You will work in close collaboration with trading, structuring, sales and technology to develop novel solutions for the business.

What we’ll need from you

• Strong programming skills in C++ and Python
• A good mathematical/sciences background at degree level
• Exposure to or experience with FX options or the pricing of derivatives
• Exposure to or experience with basic software design patterns and principles
• Consistent demonstration of clear and concise written and verbal communication skills 
• Experience with Javascript and/or the React.js framework would be useful and looked upon favourably.

What we can offer you

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: 

Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure

A discretional annual performance related bonus 

Private medical insurance packages to suit your personal circumstances

Employee Assistance Program  

Pension Plan 

Paid Parental Leave 

Special discounts for employees, family, and friends 

Access to an array of learning and development resources 

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. 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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