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1–2 jobs· newest first

FX Options Quantitative Analyst
Citi · London, United Kingdom
On-site · Full-time · Vp
Commodities Model Validation Quantitative Analyst
Deutsche Bank · London, United Kingdom
Hybrid

+10K new in the last hour

FX Options Quantitative Analyst

Citi · Posted Nov 11, 2026

London, England, United Kingdom
On-site
Full-time · Vp

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Commodities Model Validation Quantitative Analyst

Deutsche Bank · Posted Nov 10, 2026

London, England, United Kingdom
Hybrid

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A strategic professional within the Markets Quantitative Analysis (MQA) department with a specialized focus on FX Options modelling, contributing to directional strategy by applying deep technical expertise in quantitative modelling for FX and interest rate products.

Responsibilities

Develops, enhances, and validates quantitative models and methodologies for measuring and analyzing market risk in FX Options, including exotic products.
Manages model risk across the model life-cycle, including model validation, ongoing performance evaluation and annual model reviews for FX Options models.
Produces advanced analytics and reporting to support risk management for Citi’s FX Options operations.
Translates complex business requirements and intricate financial concepts into robust programming and data criteria.
Develops and enhances high-performance analytic engines for FX Options product lines, primarily utilizing C++.

Requirements

Master’s degree in a STEM discipline (Mathematics, Statistics, Physics, Computer Science, Data Science, Machine Learning, Artificial Intelligence, Operations Research, Quantitative Finance, Econometrics, Engineering)
PhD preferred in a STEM discipline (Mathematics, Statistics, Physics, Computer Science, Data Science, Machine Learning, Artificial Intelligence, Operations Research, Quantitative Finance, Econometrics, Engineering)

Skills

Quantitative model development C++ programming Python Stochastic calculus Numerical methods Monte Carlo simulations Finite difference methods Option pricing theory Quantitative modelling for market risk FX Options Interest rate derivatives C++

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Compensation

Competitive salary and non-contributory pension

Responsibilities

Assess commodity derivatives models, including their assumptions, methodology, implementation, and limitations.
Apply quantitative methods to evaluate model behaviour and derivative pricing.
Communicate findings, model risks, and recommendations clearly to stakeholders.
Participate in the wider team validation activities and validation initiatives within MoRM.

Requirements

PhD or Masters in a numerate subject such as Mathematics, Financial Mathematics, Physics, or Statistics; alternatively, a relevant postgraduate qualification or equivalent work experience.

Skills

Strong experience in commodities or related asset classes Strong mathematical knowledge, including stochastic calculus, partial differential equations, Monte Carlo methods, finite difference methods, and numerical algorithms Experience coding in Python or working in a managed codebase Proven ability to use AI tools to improve productivity and solve business problems Python AI tools

Benefits

Hybrid Working
Competitive salary and non-contributory pension
30 days’ holiday plus bank holidays, with the option to purchase additional days
Life Assurance and Private Healthcare for you and your family
Retail Discounts

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