VP Quant Analyst, Commodities – Hybrid

Citigroup Inc.; Houston (TX); Hybrid; USD 175,000 - 250,000; Full time

Benefits offered by this job

Hybrid work model

Competitive compensation

Learning and development resources

Global market exposure

Performance-based rewards

Comprehensive benefits

Job summary

Citi's Markets Quantitative Analytics team in Houston seeks a Quantitative Analyst to develop pricing models and risk analytics for the front office commodities desk. You will apply advanced mathematical and computational techniques and work closely with traders, sales, and structurers to drive business outcomes.

Responsibilities include building analytics libraries, designing models, and delivering production-grade code in C++ and Python, with front-end tooling in JavaScript/React.

Qualifications

• Advanced degree in a quantitative field.
• Strong theoretical and applied foundation in probability, statistics, and market data analysis.
• Experience building production-grade quantitative libraries and analytics applications.
• Ability to derive and solve analytical equations and construct numerical schemes.

Responsibilities

• Build and enhance analytics libraries for pricing and risk management of commodity derivatives.
• Design and implement quantitative models for commodity products using advanced techniques.
• Develop robust code in C++ and Python, plus JS/React for front-end tooling.
• Translate business requirements into quantitative solutions for traders and structurers.
• Work with Model Risk, Market Risk, Credit Risk, Legal, Compliance, and Audit to ensure governance and documentation.

Skills

Analytical thinking

Problem solving

Communication

Team collaboration

Education

Master's degree or PhD in a quantitative discipline

Tools

C++

Python

JavaScript

React

Job description

Citi's Markets Quantitative Analytics team in Houston seeks a Quantitative Analyst to develop pricing models and risk analytics for the front office commodities desk. You will apply advanced mathematical and computational techniques and work closely with traders, sales, and structurers to drive business outcomes.

Responsibilities include building analytics libraries, designing models, and delivering production-grade code in C++ and Python, with front-end tooling in JavaScript/React.