Jobs

Commodities Quant Analyst, VP (Hybrid) at Citi


Job details
  • Citi
  • London
  • 3 months ago

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in Programming, problem solving andmunication to Citi'smodities Markets Quantitative Analysis team.

By Joining Citi, you will be part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

The Market Quantitative Analysis (MQA) team is looking for a Quantitative Analyst to join the front officemodities Quant team supporting the Globalmodities Business.

The business covers the keymodities areas, including Oil, EMEA and NAM Power and Gas, Metals, Agricultural, Investor Products and Exotics as well as Credit Valuation Adjustment (CVA), with main trading arms in London, Houston and Singapore. The role uses a variety of modelling and pricing techniques to capture and analyse the wide variety of dynamics found in themodities markets, as well as developing cutting edge solutions to allow the business to grow and adapt through changing market conditions.

What you'll do

Develop analytics libraries used for pricing and risk-management. Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical andputer science methods and tools including hardware acceleration, advanced calculus, development including C++, Python, JavaScript React, mathematical finance/ programming and statistics and probability. Collaborate closely with Traders, Sales, Structurers, and technology professionals. Work in close partnership with control functions such as Legal,pliance, Market and Credit Risk, Audit, Finance in order to ensure appropriateernance and control infrastructure. Build a culture of responsible finance, goodernance and supervision, expense discipline and ethics. Appropriately assess risk/reward of transactions when making business decisions, and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation. Be familiar with and adhere to Citi's Code of Conduct and the Plan of Supervision for Global Markets and Securities Services; and ensure that all team members understand the need to do the same. Adhere to all policies and procedures as defined by your role which will bemunicated to you.

What we'll need from youThis is not an entry level role,parable experience in a quantitative modeling or analytics role, ideally in the financial sector, is required. You must have technical/programming , C++, python skills and have had exposure to Market Data and be experienced in statistics and probability based calculations; You must be able to use probability theory to evaluate the risks ofplex financial instruments, solve analytical equations and design numerical schemes to analyseplex contracts; and Software design and principles. You will have knowledge of quantitative methods, and familiarity withmodities markets is preferred. You will be able to consistently demonstrate clear and concise written and verbalmunication skills Masters/PhD, or equivalent degreeWhat we can offer you
We work hard to have a positive financial and social impact on themunities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive apetitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as: Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure A discretional annual performance related bonus Private medical insurance packages to suit your personal circumstances Employee Assistance Program Pension Plan Paid Parental Leave Special discounts for employees, family, and friends Access to an array of learning and development resources Alongside these benefits Citi ismitted to ensuring our workplace is where everyone feelsfortableing to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
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Job Family Group:
Institutional Trading------------------------------------------------------
Job Family:
Quantitative Analysis------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable amodation to use our search tools and/or apply for a career opportunity reviewAccessibility at Citi.

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Job ID 24751462

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