The MQA team develops and supports sophisticated models and analytics for Citi's Markets business, leveraging diverse modeling and pricing techniques to analyze commodities markets
Job Summary
The MQA team develops and supports sophisticated models and analytics for Citi's Markets business, leveraging diverse modeling and pricing techniques to analyze commodities markets.
This role involves developing advanced quantitative models and analytics for trading strategies and risk management frameworks, using mathematical and computational methods.
Citi offers a collaborative and supportive work environment with competitive compensation, comprehensive benefits, and opportunities for continuous learning and professional growth.
Matching Summary
The MQA team develops and supports sophisticated models and analytics for Citi's Markets business, leveraging diverse modeling and pricing techniques to analyze commodities markets.
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 packages.
Skills & Requirements
Must-have
Commodities quantitative modeling
C++ and Python programming
Mathematical finance and statistics
Quantitative libraries and applications
Market data and probability theory
Nice-to-have
Commodities markets understanding
JavaScript/React development
Software design principles
Clear and concise communication
Key Requirements
Advanced degree (Master's or PhD) in quantitative field
Experience in quantitative modeling or analytics
Proficiency in C++ and Python
Strong theoretical and practical background in statistics and probability