Citi is seeking a Quantitative Analyst to join the front office Commodities Quant team in London. You will develop analytics libraries and quantitative models for pricing and risk management across Oil, Power and Gas, Metals, and related products.
You will leverage C++, Python, and JavaScript/React, applying Monte Carlo and PDE techniques, and collaborate closely with Traders and IT to ensure robust governance and control frameworks.
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Front-Office Commodities Quant: Pricing & Risk Modeling employer: Citi
Citi is an exceptional employer, offering a dynamic work environment that fosters innovation and collaboration within the Equities Technology team. Employees benefit from cutting-edge technology, opportunities for professional growth, and a culture that values diversity and inclusion. With a focus on high-performance analytics and real-time data solutions, Citi empowers its engineers to make impactful contributions while enjoying a supportive atmosphere in a globally recognized financial institution.
