full-time
FX Options Quantitative Developer (Assistant Vice President)
Citi
- Employer
- Citi
- Location
- London
- Working pattern
- hybrid
About the role
Develop and maintain pricing and risk analytics libraries for FX Options using C++ and Python. Collaborate with quantitative analysts and technology teams to integrate new models and functionality into trading infrastructure. Requires demonstrated software engineering ability in C++ and Python and strong communication skills. A bachelor's degree in a relevant discipline such as mathematics, computer science, physics, or engineering is required.