Quantitative Analyst – Commodities, VP

Overview

In this front-office role within Citi’s Market Quantitative Analysis (MQA) team, you will build and support pricing and risk analytics for Commodities. You will work closely with traders, structurers, and technology partners to develop models and libraries that enable accurate valuation and risk assessment across Oil, Power, Gas, Metals, and more. You’ll apply advanced numerical methods and software to tackle evolving market dynamics, with governance and control integrated into every decision. This is a hands-on role at the intersection of finance, math, and engineering, offering impact on trading outcomes and risk management.

Responsibilities

• Develop analytics libraries for pricing and risk-management
• Create and implement quantitative models using C++, Python, JavaScript/React and related methods
• Develop pricing models using Monte Carlo methods and PDE solvers
• Collaborate with Traders, Structurers, and technology professionals
• Ensure governance and control through collaboration with Legal, Compliance, Risk, Audit, and Finance
• Assess risk/reward of transactions and uphold Citi’s Code of Conduct and regulatory standards
• Maintain registrations/licenses as required for the role
• Drive ethical judgment and transparency in control issues and decisions

Key requirements

• Experience in a comparable quantitative modelling or analytics role in finance
• Strong programming skills; exposure to Market Data; statistics and probability calculations; numerical methods for complex contracts
• Product knowledge, Investments and Quantitative Methods
• Excellent written and verbal communication skills
• Master’s degree or PhD, or equivalent

• Clear and concise communication
• Collaborative mindset
• Ethical judgment and risk awareness
• C++
• Python
• JavaScript

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