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Citi · 2 months ago

Commodities Quantitative Analyst, Director

New York New York United States

Full-time

Onsite

Director/Executive

$200K/yr - $300K/yr

15+ years exp

Citi is a global financial services company, and they are seeking a Director of Commodities Quantitative Analysis to join their Market Quantitative Analysis team. The role involves developing and supporting modeling and analytics for the commodities trading business, collaborating with various stakeholders, and ensuring compliance with governance and control infrastructure.

BankingFinanceFinancial Services

H1B Sponsor Likely

Responsibilities

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, including senior stakeholder management

Work in close partnership with control functions such as Model Risk Management, 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

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 judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency

Qualification

C++PythonStatisticsProbabilityMarket DataCommunication Skills

Required

15+ years of experience in a comparable quantitative modeling or analytics role

Must have technical/programming skills; C++, Python and have had 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

Consistently demonstrates clear and concise written and verbal communication skills

Masters/PhD, or equivalent degree

Preferred

Commodities experience is not a pre-requisite

Benefits

Medical, dental & vision coverage

401(k)

Life, accident, and disability insurance

Wellness programs

Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Company

Citi

Glassdoor3.8

Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Founded in 1812

San Antonio, Texas, USA

10001+ employees

https://www.citi.com

H1B Sponsorship

Citi has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (1386)

2024 (849)

2023 (1375)

2022 (1117)

2021 (876)

2020 (901)