FX Options Quantitative Analyst
Posted 1 hour 43 minutes ago by Citigroup Inc.
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modeling, programming, and communication to Citi's FX Options Quantitative Analysis Team. By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
What You'll Do- Develop and support valuation models and pricing algorithms for the FX Options business.
- Perform comprehensive data analysis for the FX Options trading desk.
- Work in close collaboration with trading, structuring, sales, and technology teams to develop innovative solutions for the business.
- Write robust and high-performant code primarily in C++ and Python.
- Assist the team with detailed documentation and effective written communication.
- Assist in tracking and coordinating projects across multiple individuals and teams to ensure timely delivery.
- A strong mathematical or science background, demonstrated by a Master's level degree.
- Previous exposure to option valuation models, preferably with experience in FX options.
- Strong programming skills, with proficiency in C++ and Python.
- Clear and concise written and verbal communication skills.
- Strong organizational abilities; project management experience is a valuable bonus.
- Impactful Role:Contribute directly to the FX Options business by developing and supporting critical valuation models and pricing algorithms.
- Collaborative Environment:Work closely with a diverse group of stakeholders including traders, structurers, salespeople, technology, and control functions.
- Skill Development:Continuously develop your modeling and programming skills in a dynamic and challenging financial market environment.
- Competitive Compensation and Benefits:
- A competitive base salary (annually reviewed).
- Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
- A discretionary annual performance-related bonus.
- Private medical insurance packages tailored to your personal circumstances.
- Employee Assistance Program.
- Pension Plan.
- Paid Parental Leave.
- Special discounts for employees, family, and friends.
- Access to a wide array of learning and development resources.
- Flexible Work Arrangements:Join Citi London in a business casual workplace with a hybrid working model (up to 2 days working at home per week).
- Supportive Culture:Be part of a workplace where Citi is committed to ensuring everyone feels comfortable, energized, motivated, and empowered to thrive.
If you possess strong modeling, programming, and communication skills and are eager to contribute to a leading global financial institution, apply to discover the true extent of your capabilities.
Equal Opportunity: Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
Accessibility: 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 Citi's Accessibility information and policies.