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Quantitative Analyst - FX Options
Citigroup Global Markets Limited
Source: Headcount Labs · original listing ↗
Job data: Headcount Labs, ODbL 1.0. Job descriptions belong to their employers.
Source date: 11/2/2026
About this role
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in modelling, programming and communication to Citi’s FX Quantitative Analysis Team. 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’s FX Quantitative Analysis Team is responsible for supporting the FX Options business within Citi Markets with valuation models, pricing algorithms and data analysis. This is a wide-ranging role that will cover a broad range of projects and involve working with traders, structurers and salespeople, technology teams and control functions, as well as fellow Quantitative Analysts. What you’ll do * Develop and support valuation models and pricing algorithms and perform data analysis for the FX Options business * Work in close collaboration with trading, structuring, sales and technology to develop novel solutions for the business * Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure * Write robust, clean and performant code in Python and C++ * Assist the team with documentation and written communication * Assist in tracking and coordinating projects across multiple individuals and teams What we’ll need from you * A good mathematical/sciences background to masters level * Previous experience in a comparable quantitative modeling or analytics role * programming skills, preferably in Python and C++ * Clear and concise written and verbal communication skills * Strong organisational abilities and a proactive attitude, willing to show ownership What We Offer Join a team where your quantitative expertise directly shapes how Citi prices and manages risk across global FX Options markets. * Work on complex, high-impact pricing and risk problems alongside experienced traders and quants. * Collaborate with colleagues and teams across the globe, gaining exposure to Citi's international markets business * Benefit from a hybrid working model with 3 days in the office and 2 days working remotely Apply today to bring your quantitative expertise to Citi's FX Options business and help shape how global markets are priced and managed. ------------------------------------------------------ Job Family Group: Institutional Trading ------------------------------------------------------ Job Family: Quantitative Analysis ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Most Relevant Skills Please see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ *Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.* *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* *[Accessibility at Citi](https://www.citigroup.com/citi/accessibility/application-accessibility.htm).* *View Citi’s [EEO Policy Statement](https://www.citigroup.com/global/eeo-aa-policy) and the [Know Your Rights](https://www.eeoc.gov/sites/default/files/2023-06/22-088_EEOC_KnowYourRights6.12ScreenRdr.pdf) poster.*