Senior Quant Analyst - Commodities (Hybrid)

Citibank (Switzerland) AG; Houston, Northern (TX, KY); Hybrid; USD 175,000 - 250,000; Full time

Job summary

Citi's Markets Quantitative Analytics (MQA) team in Houston is seeking a Quantitative Analyst to develop pricing models and risk analytics for the front-office Commodities desk. You will apply advanced math and computing techniques to solve pricing and risk problems across commodity derivatives, collaborating with trading, sales and structuring.

You will build production-grade libraries in C++ and Python, and front-end tooling in JavaScript and React, while ensuring governance with Model Risk,

Qualifications

• Advanced degree in a quantitative field (MS or PhD).
• Proficiency in C++ and Python; production-grade libraries.
• Strong foundation in probability, statistics, and market data analysis.
• Ability to derive and solve analytical equations for pricing.
• Strong software design, scalable coding practices.
• Clear communication to technical and non-technical stakeholders.
• Experience in quantitative modelling or analytics in markets.

Responsibilities

• Build and enhance analytics libraries for pricing and risk of commodity derivatives.
• Design and implement quantitative models for commodity products.
• Develop production code in C++ and Python, plus JavaScript/React tooling.
• Collaborate with Traders, Sales, and Structurers to translate requirements into solutions.
• Engage with Model Risk, Market Risk, Credit Risk, Legal, Compliance, and Audit teams.
• Contribute to ongoing improvement of analytical frameworks as markets evolve.

Skills

C++

Python

Probability

Statistics

Market data analysis

Software design

Communication

Quant modelling

Education

Master's or PhD in a quantitative discipline

Tools

JavaScript

React

Job description

Citi's Markets Quantitative Analytics (MQA) team in Houston is seeking a Quantitative Analyst to develop pricing models and risk analytics for the front-office Commodities desk. You will apply advanced math and computing techniques to solve pricing and risk problems across commodity derivatives, collaborating with trading, sales and structuring.

You will build production-grade libraries in C++ and Python, and front-end tooling in JavaScript and React, while ensuring governance with Model Risk,