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Quantitative Analyst - FX Options at Citi - ApplyBlast

Quantitative Analyst - FX Options

Citi

18 days ago

3.6 on Glassdoor

London, England, United Kingdom

Hybrid

Full Time

Medior

0 applicants

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About this role

The Quantitative Analyst - FX Options role at Citi involves supporting the FX Options business with valuation models, pricing algorithms, and data analysis. This position requires collaboration with traders, structurers, salespeople, and technology teams to develop novel solutions and ensure appropriate governance. The role focuses on writing robust code in Python and C++ while assisting with documentation and project coordination.

Responsibilities

Develop and support valuation models and pricing algorithms for FX Options business
Collaborate with trading, structuring, sales, and technology teams to develop novel solutions
Write robust, clean, and performant code in Python and C++

Skills

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.