Front-Office Commodities Quant Analyst — Houston

Citigroup Inc.

Houston (TX)

On-site

USD 61,000 - 264,000

Full time

4 days ago

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Job summary

Citigroup Inc. in Houston is seeking a quantitative analyst to join the front office Commodities Quant team as an AVP.

You will develop advanced models and analytics for pricing and risk management of commodity derivatives, using C++, Python, and React-based tools to deliver tailored solutions in a fast-paced trading environment. The role requires an advanced degree in a quantitative field and strong communication skills to collaborate with Traders, Sales, and Structurers while ensuring

Qualifications

Quant modeling/analytics experience in finance preferred.
Strong fundamentals in market data, statistics, and probability.
Proficiency in C++ and Python for building robust libraries and applications.
Experience applying probability theory to risk in complex instruments.
Ability to design numerical schemes for complex contracts.
Knowledge of software design principles and maintainable code.
Excellent written and verbal communication skills.
Advanced degree (Master’s or PhD) in a quantitative field is required.

Responsibilities

Develop analytics libraries for pricing and risk management of commodity derivatives.
Design, implement, and test quantitative models using advanced calculus and programming.
Collaborate with Traders, Sales, and Structurers to meet business needs.
Coordinate with Model Risk, Legal, Compliance, Market and Credit Risk, and Audit for governance.
Promote responsible financial practices and uphold Citi’s governance standards.
Ensure adherence to internal policies and regulatory requirements.