FX Options Quantitative Developer (Assistant Vice President)

London United Kingdomhybridvp

Posted today · via Workday

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About this role

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 is looking for a Quantitative Developer to join the FX options quantitative development team, building and maintaining the pricing and risk infrastructure that powers the FX Options trading desk. In this role, you will sit at the intersection of software engineering and quantitative finance, translating complex mathematical models into robust, production-grade systems used by traders and structurers daily. This is an opportunity to make a direct and measurable impact on how FX Options are priced, risk-managed, and delivered at global scale.…

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reqspace match rubric

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Skills match

For this role: python, c++, teams

Level fit

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Domain experience

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Recency

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Location fit

This role is based in London United Kingdom. We weight your proximity and willingness to relocate.

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Skills in this role

Pulled from the job description. These are the keywords we'll weight when scoring your fit.

pythonc++teams

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