Quantitative Analyst - FX Options

In this role you will develop and support valuation models and pricing algorithms for Citi's FX Options business, collaborating with traders, structurers, sales and technology. You will produce data-driven analyses to inform pricing and risk decisions, while ensuring governance and control through cross-functional partnership. You will write robust Python and C++ code, contribute to documentation, and help coordinate projects across teams. This opportunity lets you shape pricing and risk management in a global, fast-paced environment. You will join a mission-driven firm committed to responsible financial services and client partnership.

• hybrid working model with 3 days in the office and 2 days remote

• Develop and support valuation models and pricing algorithms for FX Options
• Perform data analysis to support pricing and risk decisions
• Collaborate with trading, structuring, sales and technology to deliver solutions
• Work with Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure governance
• Write robust, clean, and efficient Python and C++ code
• Assist with documentation and written communication
• Coordinate and track projects across multiple individuals and teams

• Masters-level background in mathematics or sciences
• Experience in a quantitative modeling or analytics role
• Programming skills in Python and C++
• Clear and concise written and verbal communication
• Strong organizational abilities and proactive ownership

• clear and concise communication
• proactive mindset
• ownership
• quantitative modeling
• data analysis
• Python