Quantitative Analyst – FX Algo Quant (Vice President)

About the role

Citi is seeking a Vice President‑level Quantitative Analyst to join its FX Algo Quant team in London. The role focuses on FX swaps and curve construction, developing models that automatically price and risk‑manage linear FX products.

Key responsibilities

• Create, implement, and support quantitative models for the trading business using advanced mathematical and computer‑science techniques.
• Collaborate closely with traders, technology teams, and control functions such as Legal, Compliance, Risk, Audit, and Finance.
• Ensure models are governed, controlled, and aligned with Citi’s Code of Conduct and supervision policies.
• Assess risk/reward of transactions and promote a culture of responsible finance and ethics.

Required profile

• Strong commercial awareness with the ability to influence trading colleagues.
• Good communication and diplomacy skills.
• Basic understanding of technology architecture and ability to work with development teams.

Required skills

• Java
• Python
• kdb
• SQL
• Hardware acceleration
• Advanced calculus, statistics and probability

What we offer

• Opportunity to work in a global financial institution with a strong focus on innovation.
• Collaboration with top‑tier traders and technology professionals.
• Access to professional development and career progression pathways.