Commodities Quantitative Analyst (AVP)

Citi•Houston, TX

9d•$60,800 - $263,760•Onsite

About The Position

Citi’s Markets Quantitative Analytics team develops and supports advanced models and analytics for the Markets business, working closely with trading desks, business functions, technology partners, and control functions. The team applies diverse modeling and pricing techniques to analyze commodities markets and develop solutions that support business growth and evolving market conditions. The Commodities Quantitative Analyst joins Citi’s front-office Commodities Quant team in Houston as an Assistant Vice President. The role develops advanced quantitative models and analytics that support trading strategies and risk-management frameworks, applying mathematical and computational methods to complex financial problems. The analyst works with experienced professionals in a fast-paced environment and contributes to pricing, risk management, model governance, and solutions for trading and client needs.

Requirements

Experience in a quantitative modeling or analytics role; financial-sector experience is preferred.
Strong programming expertise, particularly in C++ and Python, including experience developing robust quantitative libraries and applications.
Strong theoretical and practical knowledge of market data, statistics, and probability, including applying probability theory to assess risks in complex financial instruments.
Ability to solve analytical equations and design numerical schemes for analyzing complex financial contracts.
Proficiency in software design principles and best practices for producing high-quality, maintainable code.
Clear, concise written and verbal communication skills, including the ability to explain complex technical concepts to diverse audiences.
Master’s or PhD in a quantitative field such as Financial Engineering, Mathematics, Physics, Computer Science, or a related discipline.

Nice To Haves

Solid understanding of commodities markets.
Experience in the financial sector.

Responsibilities

Develop and enhance analytics libraries for pricing and risk management of commodity derivatives.
Design, implement, and rigorously test quantitative models for the trading business using mathematical and computer science techniques.
Collaborate with Traders, Sales, and Structurers to understand business requirements and deliver quantitative solutions supporting trading and client needs.
Work with Model Risk Management, Legal, Compliance, Market and Credit Risk, and Audit to support governance and control infrastructure for model development and use.
Promote responsible financial practices, good governance, and ethical decision-making while protecting the firm’s reputation.
Follow internal policies and procedures and comply with regulatory requirements.
Perform other job-related duties as assigned.