Front-Office Commodities Quant Analyst (AVP)

Citibank (Switzerland) AG; Houston, Northern (TX, KY); Hybrid; USD 61,000 - 264,000; Full time

Job summary

Citi in Houston is seeking a Commodities Quantitative Analyst AVP to develop analytics libraries for pricing and risk of commodity derivatives, and to design quantitative models for trading strategies.

The role requires strong C++ and Python programming, a solid foundation in statistics, and an advanced degree in a quantitative field. You will work with traders, structurers, and risk teams in a fast-paced environment.

Qualifications

• Experience in a quantitative modeling or analytics role in finance.
• Strong programming in C++ and Python with library development.
• Solid understanding of commodities markets is desirable.
• Advanced degree in a quantitative field is required.

Responsibilities

• Develop analytics libraries for pricing and risk management of commodity derivatives.
• Design, implement, and test quantitative models for trading using multiple mathematical techniques.
• Collaborate with Traders, Sales, and Structurers to deliver tailored quantitative solutions.
• Coordinate with Model Risk Management, Legal, Compliance, and Risk teams for governance around models.
• Uphold governance and ethical standards in all business decisions.

Skills

Quantitative modeling

Programming

C++

Python

Statistics

Communication

Education

Master's or PhD in Financial Engineering/Math/CS/Physics

Tools

C++

Python

Numerical methods

Job description

Citi in Houston is seeking a Commodities Quantitative Analyst AVP to develop analytics libraries for pricing and risk of commodity derivatives, and to design quantitative models for trading strategies.

The role requires strong C++ and Python programming, a solid foundation in statistics, and an advanced degree in a quantitative field. You will work with traders, structurers, and risk teams in a fast-paced environment.