full-time
Commodities Quantitative Analyst (AVP)
Citi
- Employer
- Citi
- Location
- Houston, Texas, United States
- Working pattern
- on-site
- Salary
- $60,800–$263,760 / year
About the role
Develop and enhance analytics libraries and quantitative models for pricing commodity derivatives and supporting trading risk management. Collaborate with trading and client-facing teams and control functions to deliver tailored solutions and maintain sound model governance and regulatory compliance. Candidates need quantitative modeling or analytics experience, strong C++ and Python programming skills, and expertise in statistics, probability, market data, numerical methods, and software design. An advanced degree in a quantitative discipline is required; commodities market knowledge is desirable but not mandatory.