Summary

Citi is hiring a director-level quantitative analyst to build and operate production electronic pricing, risk management, and automation systems for its FX options business. The role uses C++, Python, kdb, and SQL, with a hybrid schedule of three office days and two remote days.

Responsibilities

• Design analytics libraries for FX options pricing
• Implement production electronic pricing and automation systems
• Deploy and validate quantitative systems across the change lifecycle
• Build production models using C++, Python, kdb, and SQL
• Manage pricing controls and quantitative data processes
• Partner with traders and control teams on governance