Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in maths, finance, problem solving and programming to Citi’s FX Options Desk.
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
The FX Options Desk Quant team works with the global FX Options business to generate risk tools and analysis for the trading team. The Desk Quant team is part of the wider FX Options Quant team, comprising of the Modelling, Pricing and Development sub-teams. We work very closely with these groups to quickly showcase recent improvements to the trading team, before the slower integration to the Tech stack happens. We also work with numerous other teams (Structuring, Tech, Finance, Sales) to aid the efficiency and effectiveness of the trading team.
What you’ll do
As a Desk Quant you will be working with a global trading team, spread across Europe, Asia and the US, and expected to handle all manner of queries and tasks. The work slate is very varied: some of the work will be tactical, or analysis that must be conducted on a very short time horizon, but there are other longer term strategic projects that you will also need to work on, and juggling these demands is a key skill for this role.
Whilst there are BAU activities, you will have frequent opportunities for new and interesting work and projects, across a range of areas, and the chance to interact and learn from senior traders. From pricing & modelling to market data, to trade booking, to risk management & analysis, you will be involved with all stages of an FX Option’s life cycle.
- Building & maintain Structured and Complex pricers.
- Building & maintaining risk reports
- Trade booking functionality and life-cycle events.
- Building risk topographies.
- PNL Analysis tools.
- Ad hoc analysis.
- Backtesters.
What we’ll need from you
- Highly numerical skillset (degree, masters, PhD) in Maths, Physics or Financial Engineering.
- Ability to write robust code quickly.
- Strong problem-solving skills.
- Must be a team player.
- A can-do attitude.
- Ability to work in a high-pressure environment.
What we can offer you
This role will give you the opportunity to build an in-depth knowledge of a modern FX Options business whilst working at a Tier 1 institution. You will get to work with state-of-the-art FX Option models and understand how a global business really operates. It is a challenging role, but the benefits to your skillset will be numerous and varied.
We 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.
By 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:
- Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
- A discretional annual performance related bonus
- Private medical insurance packages to suit your personal circumstances
- Employee Assistance Program
- Pension Plan
- Paid Parental Leave
- Special discounts for employees, family, and friends
- Access to an array of learning and development resources
Alongside 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.
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
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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
Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.-
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.
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