Quantitative Analyst - Commodities, VP

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 and computer science methods and tools including hardware acceleration, advanced calculus, development including C++, Python, JavaScript React, mathematical finance/ programming and statistics and probability

Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers

Collaborate closely with Traders, Structurers, and technology professionals

Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure

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 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 be communicated to you Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe

Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgement regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we'll need from you Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector

Must have technical/programming skills;
Exposure to Market Data;

Statistics and Probability based calculations;
Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles

Must also possess any level of product knowledge, Investments and Quantitative Methods Consistently demonstrates clear and concise written and verbal communication skills

Masters/PhD, or equivalent degree

• Experience in a comparable quantitative modelling or analytics role, ideally in the financial sector
• Must have technical/programming skills;
  Exposure to Market Data;
• Statistics and Probability based calculations;
  Using probability theory to evaluate the risks of complex financial instruments, solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
  
  Must also possess any level of product knowledge, Investments and Quantitative Methods Consistently demonstrates clear and concise written and verbal communication skills
  
  Masters/PhD, or equivalent degree

Job Family Group:
Institutional Trading

Job Family:

Quantitative Analysis

Time Type:

Full time

Most Relevant Skills Please see the requirements listed above.

Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.

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