Commodities Quantitative Analyst (avp)

Citigroup

Houston, Texas, United States
Base: $60,800.00 - $263,760.00; bonus/equity: disc...
On-site
Commodities derivatives pricing
Quantitative model development
C++ and python programming
The MQA team develops and supports sophisticated models and analytics for Citi's Markets business, working closely with trading desks and other functions

Job Summary

  • The MQA team develops and supports sophisticated models and analytics for Citi's Markets business, working closely with trading desks and other functions.
  • This role involves developing and enhancing analytics libraries for pricing and risk management of commodity derivatives, and designing/implementing quantitative models.
  • Citi offers competitive compensation, comprehensive benefits, and opportunities for continuous learning in a collaborative and supportive work environment.

Matching Summary

The MQA team develops and supports sophisticated models and analytics for Citi's Markets business, working closely with trading desks and other functions.

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

  • Commodities derivatives pricing
  • Quantitative model development
  • C++ and Python programming
  • Market data statistics probability
  • Software design principles

Nice-to-have

  • Commodities markets understanding
  • Intellectually stimulating environment
  • Global impact
  • Collaborative work environment

Key Requirements

  • Advanced degree in quantitative field
  • Experience in quantitative modeling
  • Proficiency in C++ and Python
  • Strong analytical and problem-solving skills

Work Rights

Not specified

Tailored Resume

Cover Letter