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.