Commodities Quantitative Analyst (avp)

Citi

Houston, Texas, United States
Base: $60,800.00 - $263,760.00; bonus/equity: disc...
C++ and python programming expertise
Commodities market analytics
Quantitative modeling and analytics
Develop and enhance analytics libraries crucial for pricing and effective risk management of commodity derivatives

Job Summary

  • Develop and enhance analytics libraries crucial for pricing and effective risk management of commodity derivatives.
  • Collaborate closely with Traders, Sales, and Structurers to understand business requirements and deliver tailored quantitative solutions.
  • Citi offers competitive compensation packages, comprehensive benefits, and opportunities for continuous learning.

Matching Summary

Develop and enhance analytics libraries crucial for pricing and effective risk management of commodity derivatives.

Salary

Base: $60,800.00 - $263,760.00; Bonus/Equity: Discretionary and formulaic incentive and retention awards; Benefits: Medical, dental & vision coverage; 401(k); life, accident, and disability insurance; wellness programs; paid time off

Skills & Requirements

Must-have

  • C++ and Python programming expertise
  • Commodities market analytics
  • Quantitative modeling and analytics
  • Mathematical and computational methods
  • Financial derivatives pricing

Nice-to-have

  • Collaboration with trading desks
  • Intellectually stimulating environment
  • Continuous learning opportunities
  • Global impact within investment bank

Key Requirements

  • Advanced degree (Master's or PhD)
  • Experience in quantitative modeling
  • Proficiency in C++ and Python
  • Strong statistics and probability background

Work Rights

Not specified

Tailored Resume

Cover Letter