FX Quantitative Analyst

Job Description

Promote Citi’s quantitative strategy brand through client interactions, thought leadership publications and trade idea pitches. Working closely with sales and Citi’s internal stakeholders, create sustainable and scalable currency management solutions for institutional clients.


Key Responsibilities:

1. Build close partnerships with FXLM Institutional Sales and CitiVelocity sales in order to promote Citi’s market leading quantitative strategy brand to our key institutional clients.

2. Producing client-driven active and passive currency risk management solutions, mainly for US, Canadian, and Latin American investors. The solutions will need to demonstrate original thinking applied to complex problems, including intelligent use of options and systematic market timing of hedge trades;

3. Creating and delivering effective presentations to clients, explaining and selling the hedging solutions or trading strategies;

4. Participating in the team’s efforts to expand and review the set of tradable currency trading strategies and portfolio allocation methods. Coming up with original ideas for new strategies and creating strategy back-tests;

5. Writing client-facing reports on new trading strategies and generic hedging solutions, writing market commentary on existing strategies and quantitative strategy tools.


This is a high visibility front-office job that will offer opportunities to interact with Citi’s institutional investor clients and sales force. There will also be opportunities to work with other teams within Citi such as Investor Services, Strategy, Trading, Corporate Solutions and Intelligent Orders and contribute and learn from those interactions.



• 2+ year of experience in a quantitative analysis role, preferably with direct experience developing systematic trading strategies;

• A good understanding of macroeconomics and drivers of exchange rates;

• A good understanding of the uses of financial derivatives, preferably currency forwards, swaps, and options.



• Degree in a quantitative subject, economics or finance;

• Fluent and confident communication skills;

• Good coding skills (Python, R, SQL, VBA);

• Ability to do advanced quantitative analysis on large datasets.



Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US


Time Type :Full time


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Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.


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