Front-Office Commodities Quant Analyst – Houston

Citi; Houston (TX); On-site; USD 61,000 - 264,000; Full time

Benefits offered by this job

Medical coverage

401(k)

Life/Disability insurance

Wellness programs

Vacation time

Sick leave

Paid holidays

Job summary

Citi’s Markets division in Houston seeks a Quantitative Analyst to develop analytics and models for commodity trading. AVP level, you will work with traders, structurers, and IT to deliver robust quantitative solutions across pricing and risk management frameworks.

Requires advanced degree in a quantitative field, strong C++ and Python skills, and experience with pricing libraries and numerical methods. The role emphasizes governance, compliance, and collaboration in a fast-paced environment.

Qualifications

• Experience in quantitative modeling or analytics, preferably in finance.
• Strong knowledge of commodities markets is desirable.
• Proficiency in C++ and Python with library development experience.
• Solid background in market data, statistics, and probability.
• Ability to solve analytical equations and design numerical schemes.
• Excellent written and verbal communication skills.
• Master's or PhD in Financial Engineering, Mathematics, Physics, CS, or related field.

Responsibilities

• Develop analytics libraries for pricing and risk management of commodity derivatives.
• Design and test quantitative models for the trading business.
• Collaborate with Traders, Sales, and Structurers to deliver tailored quantitative solutions.
• Work with Model Risk Management, Legal, Compliance, Market and Credit Risk, and Audit to ensure governance around model development and usage.
• Uphold governance and adhere to internal policies and regulatory requirements.

Skills

C++

Python

Education

Master's or PhD in quantitative field

Tools

JavaScript/React

Job description

Citi’s Markets division in Houston seeks a Quantitative Analyst to develop analytics and models for commodity trading. AVP level, you will work with traders, structurers, and IT to deliver robust quantitative solutions across pricing and risk management frameworks.

Requires advanced degree in a quantitative field, strong C++ and Python skills, and experience with pricing libraries and numerical methods. The role emphasizes governance, compliance, and collaboration in a fast-paced environment.