Hybrid VP Quant Analyst — Commodities Pricing & Risk

Citi; Houston (TX); Hybrid; USD 175,000 - 250,000; Full time

Benefits offered by this job

Hybrid working model

Competitive compensation package

Professional development resources

Global markets exposure

Performance-driven environment

Comprehensive benefits package

Job summary

Citi in Houston is seeking a highly skilled Quantitative Analyst to develop production-grade analytics for pricing and risk of commodity derivatives. You will design and implement models, leveraging C++, Python, and front-end tooling to support front-office trading decisions and client activity.

You will collaborate with Traders, Sales, and Structurers while ensuring governance with Model Risk, Market Risk, and Legal teams. Hybrid work in Houston with strong learning opportunities.

Qualifications

• Advanced degree in quantitative field (MS/PhD).
• Proficiency in C++ and Python for production analytics.
• Strong foundation in probability, statistics, and market data analysis.

Responsibilities

• Build and enhance analytics libraries for pricing and risk of commodity derivatives.
• Design quantitative models using calculus, financial math, statistics, and numerical analysis.
• Develop production-grade code in C++, Python, JavaScript, and React.
• Translate business requirements into quantitative solutions for trading and clients.
• Engage with risk, legal, and audit teams to ensure model governance and regulatory compliance.
• Improve analytical frameworks as market dynamics evolve.

Skills

C++

Python

Front-end tooling

Communication

Education

Master's or PhD in quantitative discipline

Tools

JavaScript

React

Job description

Citi in Houston is seeking a highly skilled Quantitative Analyst to develop production-grade analytics for pricing and risk of commodity derivatives. You will design and implement models, leveraging C++, Python, and front-end tooling to support front-office trading decisions and client activity.

You will collaborate with Traders, Sales, and Structurers while ensuring governance with Model Risk, Market Risk, and Legal teams. Hybrid work in Houston with strong learning opportunities.