Summary

Quantitative Analyst in Citi’s front-office commodities team in London, developing models and analytics for pricing and risk management across commodities markets. The role uses C++, Python, JavaScript, numerical methods, and mathematical finance; the posting does not mention a remote or hybrid option.

Responsibilities

• Develop pricing and risk analytics libraries
• Implement quantitative models for commodities trading
• Build valuation models using monte carlo methods
• Apply partial differential equation solvers to pricing
• Support model governance with risk and control teams
• Assess transaction risks for commodities business decisions