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FX Options Quantitative Developer (Assistant Vice President)

Company

06500 Citigroup Global Markets Limited

Location

London, United Kingdom

Type

Full time

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

Citi is looking for a Quantitative Developer to join the FX options quantitative development team, building and maintaining the pricing and risk infrastructure that powers the FX Options trading desk. In this role, you will sit at the intersection of software engineering and quantitative finance, translating complex mathematical models into robust, production-grade systems used by traders and structurers daily. This is an opportunity to make a direct and measurable impact on how FX Options are priced, risk-managed, and delivered at global scale.

What you’ll do

  • Build and maintain analytics libraries that support real-time pricing and risk management for FX Options products.
  • Design and implement qua...
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