ApplyBlast uses AI to match you with the right jobs, tailor your resume and cover letter, and apply automatically so you can land your dream job faster.

Features

Auto Apply Resume Optimizer Cover Letter Optimizer Interview Prep

Company

Social Media

Need Help?

team@applyblast.com

FX Options Quantitative Developer (Assistant Vice President) at Citi - ApplyBlast

FX Options Quantitative Developer (Assistant Vice President)

Citi

4 months ago

3.6 on Glassdoor

London, United Kingdom

Hybrid

Full Time

Senior

0 applicants

View Job Listing

Apply to 100+ jobs

About this role

As a Quantitative Developer at Citi, you will build and maintain pricing and risk infrastructure for the FX Options trading desk by translating complex mathematical models into robust production systems. This role sits at the intersection of software engineering and quantitative finance, requiring the development of analytics libraries and numerical schemes for real-time risk management. You will collaborate closely with traders, structurers, and technology teams to integrate high-performance quantitative solutions that drive global trading operations.

Responsibilities

Build and maintain analytics libraries for real-time pricing and risk management
Design and implement quantitative pricing models using numerical techniques
Develop production software applying performance optimization methods
Translate business requirements into reliable scalable quantitative systems
Integrate models into trading infrastructure with risk and compliance teams

Skills

Qualifications

Bachelor's degree in MathematicsBachelor's degree in Computer ScienceBachelor's degree in PhysicsBachelor's degree in Engineering

About Citi

citi.com

Company Size

1-10 employees

Founded

2025

View Profile

Citibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.