20 Oct
Citigroup Global Markets
London
Job Description
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 and communication to Citi's Commodities Markets Quantitative Analysis team.
By Joining Citi, you will become 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 office Commodities Quant team supporting the Commodities XVA Trading Desk.
The business covers the key commodities 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 the commodities 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 and computer 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, Compliance, Market and Credit Risk, Audit,
Finance in order to ensure appropriate governance and control infrastructure.
- Build a culture of responsible finance, good governance 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 be communicated to you.
What we'll need from you
- This is not an entry level role,
comparable 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 of complex financial instruments, solve analytical equations and design numerical schemes to analyse complex contracts; and Software design and principles.
- You will have knowledge of quantitative methods, and familiarity with Commodities markets is preferred.
- You will be able to consistently demonstrate clear and concise written and verbal communication skills
- Masters/PhD, or equivalent degree
What we can offer you
We work hard to have a positive financial and social impact on the communities 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 a competitive 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 is committed to ensuring our workplace is where everyone feels comfortable coming 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.
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 accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
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▶️ Commodities XVA Quantitative Analyst, AVP (Hybrid)
🖊️ Citigroup Global Markets
📍 London