Front-Office Commodities Quant - AVP (C++/Python)

Citi; New York (NY); On-site; USD 61,000 - 264,000; Full time

Benefits offered by this job

Medical, dental & vision

401(k)

Life, accident & disability insurance

Wellness programs

Job summary

Citi is seeking a Commodities Quantitative Analyst (AVP) in Houston to develop advanced quantitative models for trading and risk. You will build pricing libraries, work with traders, and ensure robust governance around model development. Strong programming skills in C++ and Python are essential.

The role requires an advanced quantitative degree and prior finance experience, with a focus on commodities and mathematical finance. On-site in Houston with competitive compensation.

Qualifications

• Quantitative modeling and analytics experience.
• Strong background in statistics and probability.
• Clear and concise communication skills.

Responsibilities

• Develop and enhance analytics libraries for pricing and risk management of commodity derivatives.
• Design, implement, and test quantitative models for trading using C++, Python, and JS/React.
• Collaborate with Traders, Sales, and Structurers to meet business requirements.
• Coordinate with Model Risk, Legal, Compliance, Market and Credit Risk for governance.
• Uphold governance and ethical standards in all decisions.

Job description

Citi is seeking a Commodities Quantitative Analyst (AVP) in Houston to develop advanced quantitative models for trading and risk. You will build pricing libraries, work with traders, and ensure robust governance around model development. Strong programming skills in C++ and Python are essential.

The role requires an advanced quantitative degree and prior finance experience, with a focus on commodities and mathematical finance. On-site in Houston with competitive compensation.