Quantitative Commodities Analytics and Pricing Front Office

Citigroup Inc.; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

Citigroup Inc. in London is seeking a Quantitative Analyst to join the front office Commodities Quant team within the Market Quantitative Analysis group. You will develop analytics and pricing tools to support Oil, Power & Gas, Metals, and other commodities trading desks.

The role requires strong programming and quantitative modelling skills, collaboration with traders and control functions, and the ability to implement robust models and risk analytics.

Qualifications

• Experience in a comparable quantitative modelling or analytics role in finance.
• Strong programming skills; exposure to market data; statistics and probabilistic calculations.
• Ability to use probability theory to evaluate risks and design numerical schemes; software design principles.
• Masters/PhD or equivalent degree.

Responsibilities

• Develop analytics libraries used for pricing and risk-management.
• Create, implement, and support quantitative models for trading using advanced methods and tools.
• Develop pricing models with Monte Carlo methods and PDE solvers.
• Collaborate closely with Traders, Structurers, and technology professionals.
• Engage with control functions to ensure governance and risk management.

Skills

Quantitative modelling

Programming skills

Market data exposure

Statistics and probability

Software design

Education

Masters/PhD or equivalent degree

Job description

Citigroup Inc. in London is seeking a Quantitative Analyst to join the front office Commodities Quant team within the Market Quantitative Analysis group. You will develop analytics and pricing tools to support Oil, Power & Gas, Metals, and other commodities trading desks.

The role requires strong programming and quantitative modelling skills, collaboration with traders and control functions, and the ability to implement robust models and risk analytics.