Senior Quantitative Analyst – FX Options Electronic Pricing & Automation, Director

Citi is hiring a Senior Quantitative Analyst to help shape the next generation of electronic pricing and automation capabilities within its FX Options business. This is a high-impact individual contributor role where you will own the full lifecycle of quantitative change — from design and implementation through to production deployment, validation, and ongoing business adoption. If you have delivered production-grade quantitative systems in fast-paced front-office environments and are ready to bring fresh approaches to one of the world's leading global banks, this role offers genuine scope to make a lasting mark. Responsibilities - Design and build analytics libraries that power pricing and risk management for the FX Options trading business, directly supporting electronic pricing and automation workflows. - Implement, maintain and enhance production electronic pricing, risk management and automation capabilities across the FX Options business, applying appropriate quantitative techniques where required. - Create, deploy, and maintain production quantitative systems across the full change lifecycle, covering design, implementation, testing, validation, deployment, business adoption, and ongoing support. - Build and optimize production quantitative systems and models using a broad technical toolkit including C++, Python, kdb, and SQL, applying object-oriented software design principles where appropriate. - Work directly with traders, structurers, quantitative analysts, and technology teams to translate business requirements into robust, production-ready solutions that meet both performance and governance standards. - Manage pricing controls, pricing parameter management, and quantitative data management processes to ensure model integrity and operational reliability in live trading environments. - Partner with model validation, risk, compliance, legal, and finance functions to maintain appropriate governance frameworks and ensure solutions meet regulatory and control requirements. Required qualifications & skills - Significant experience delivering automated electronic pricing, options pricing or related front-office trading platform initiatives within FX Options or a comparable derivatives business, with a demonstrable track record of successful production deployment, business adoption and measurable business impact. - Demonstrated ability to design and implement production software in modern C++ and Python, including object-oriented design principles and production-quality development practices. - Applied knowledge of statistics and probability, including the use of probability theory to evaluate complex financial instrument risk, solve analytical equations, and design numerical schemes for complex contract analysis. - Experience managing or contributing to the full quantitative change lifecycle, including production deployment, business adoption, model governance, and ongoing system support. - Ability to work across technical, trading, and control functions simultaneously, translating quantitative concepts into clear, actionable outcomes for varied audiences. - Master's degree in a quantitative discipline such as mathematics, physics, computer science, or engineering. Beneficial skills & qualifications - Experience in electronic pricing, algorithmic pricing, pricing automation, market making, or options automation within a front-office trading environment. - Familiarity with FX Options pricing, risk management, or structured product workflows, or an adjacent quantitative discipline where comparable techniques have been applied. - Exposure to pricing controls, pricing parameter management, quantitative data management, or model governance frameworks in a production setting. - Proficiency in additional languages or tools from the following set: Python, Java, kdb, or hardware-accelerated computing. What we offer Joining Citi means stepping into a role with genuine strategic weight, access to global markets, and the opportunity to shape how one of the world's most active FX businesses prices and automates at scale. This is a role for someone who values production ownership, technical depth, and measurable business impact. - Direct ownership of quantitative systems that operate in live production front-office environments, with real and visible impact on trading outcomes. - Exposure to a broad set of quantitative disciplines and the opportunity to bring new ideas and techniques that are less common in traditional FX Options teams. - Collaboration with experienced traders, quantitative analysts, technologists, and model validation professionals across a globally connected team. - Hybrid working arrangement with 3 days in the office and 2 days working remotely, providing a structured balance between collaboration and focused delivery. - Access to Citi's global scale, infrastructure, and resources, enabling delivery of complex quantitative capabilities at an institutional level. - A performance-driven environment that rewards technical excellence, delivery ownership, and the ability to operate across the full quantitative change lifecycle. - Support for ongoing professional development, including access to learning resources and exposure to evolving quantitative methods, market structure, and technology. Apply now to bring your quantitative expertise to a role where production ownership, technical innovation, and business impact sit at the centre of everything you do. ------------------------------------------------------ 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. 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