{"id":4163924,"url":"https://alion.io/job/citi-fx-options-quantitative-developer-assistant-vice-president-2","title":"FX Options Quantitative Developer (Assistant Vice President)","company":{"id":7841,"name":"Citi","domain":"citi.com","url":"https://alion.io/company/citi","size_band":"5000+","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Workday","truth_index":{"grade":"A","score":94,"open_postings":620,"ghost_share":0.018,"stale_share":0.348,"repost_share":0.061,"time_to_fill_p50_days":9,"computed_at":"2026-11-12T10:38:37Z"}},"role":"Data Science","role_family":"Data Science","seniority":"head","employment_type":"full_time","work_mode":"hybrid","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["London, United Kingdom"],"countries":["GB"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":null,"experience_years_min":null,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"C++","optional":false},{"name":"Jupyter Notebook","optional":false},{"name":"Linux","optional":false},{"name":"Machine Learning","optional":false},{"name":"Python","optional":false}],"status":"live","first_seen_at":"2026-11-12T13:01:35Z","employer_posted_date":"2026-11-12","last_verified_at":"2026-11-12T13:01:35Z","board_verified":true,"closed_at":null,"days_open":0,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":0},"description":"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.\nTeam/Role Overview\nCiti is looking for a junior FX Quantitative Developer at AVP level to join the FX options quantitative development team which works directly with the FX quantitative analyst team on the same code base. This involves building and maintaining the pricing and risk analytics system that powers the FX Options trading desk. In this role, you will sit at the intersection of software engineering and quantitative finance. This is an opportunity to make a direct and measurable impact on how FX Options are priced, risk-managed, and delivered at global scale.\nWhat you’ll do\nBuild, maintain and develop our analytics library that supports real-time and end of day pricing and risk management for FX Options products through integration with risk tech and trading systems in Citi.\nDevelop our analytics production software using C++ and Python, applying object-oriented design principles and performance optimization techniques including C++ and algorithmic optimization, grid distribution, calc graphs, use of internal Citi libraries and frameworks and hardware acceleration.\nYou will primarily be developing on windows using C++ in Visual Studio and python in PyCharm/Jupyter notebook. We do build on and support Linux as well.\nWork closely with quants to give them technical support and help them get their changes into production.\nCollaborate with technology teams to integrate new releases, functionality and models into risk and trading infrastructure.\nApply sound risk awareness when contributing to business decisions, ensuring that model outputs and system behavior align with the firm's risk and conduct standards.\nWhat we’ll need from you\nDemonstrated software engineering ability in C++ and Python with practical experience.\nClear and concise written and verbal communication skills, with the ability to explain technical concepts to non-technical partners.\nA bachelor's degree or equivalent experience in a relevant discipline such as mathematics, computer science, physics, or engineering.\nBeneficial Skills & Qualifications\nExposure to FX Options or other derivatives products, including an understanding of how they are structured and traded.\nExperience working in a financial services environment alongside trading desks or quantitative research teams.\nExperience in writing performant code\nUnderstanding of quantitative methods and investment products at any level of depth, with a willingness to develop further in a trading environment.\nFamiliarity with market data structures and how they are used in pricing and risk calculations.\nPhD preferred in a STEM discipline, including but not limited to Mathematics, Statistics, Physics, Computer Science, Data Science, Machine Learning, Artificial Intelligence, Operations Research, Quantitative Finance, Econometrics, Engineering, or a related quantitative field.\nMaster’s degree required as the minimum qualification in one of the above STEM disciplines.\nWhat We Offer\nWe work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.\nBy joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:\nGenerous holiday allowance starting at 27 days plus bank holidays; increasing with tenure\nA discretional annual performance related bonus \nPrivate medical insurance packages to suit your personal circumstances\nEmployee Assistance Program \nPension Plan \nPaid Parental Leave \nSpecial discounts for employees, family, and friends \nAccess to an array of learning and development resources \nAlongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.\n------------------------------------------------------\nJob Family Group:\nInstitutional Trading------------------------------------------------------\nJob Family:\nQuantitative Analysis------------------------------------------------------\nTime Type:\nFull time------------------------------------------------------\nMost Relevant Skills\nPlease see the requirements listed above.------------------------------------------------------\nOther Relevant Skills\nFor complementary skills, please see above and/or contact the recruiter.------------------------------------------------------\nCiti 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.\nIf 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.\nView Citi’s EEO Policy Statement and the Know Your Rights poster.","description_format":"text","description_chars":5394,"description_truncated":false,"requirements":{"experience_years_min":null,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"master","optional":false},"security_clearance":false,"languages":[]},"benefits":["Health insurance","Hybrid work","Parental leave"],"hiring_locations":[{"name":"United Kingdom","iso":"GB","kind":"country"}],"hiring_excludes":[],"relocation_offered":false,"industries":["Cards & Card Issuing","Wealth Management & Financial Advisors","Payment Processing & Gateways","Investment Banking & M&A Advisory"],"lifecycle":[{"event":"open","at":"2026-11-12T13:01:35Z"}],"visa":[{"country":"GB","licensed_sponsor":true,"adverts_offering_sponsorship_24m":0,"sanctioned_now":false,"evidence":"Licensed UK visa sponsor (Senior or Specialist Worker, Graduate Trainee, Skilled Worker)","filings_12m":null,"filings_prev_12m":null,"green_card_filings_12m":null,"median_offered_wage_usd":null,"route":"Global Business Mobility: Senior or Specialist Worker; 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