What are the responsibilities and job description for the Commodities Quantitative Analyst, Director position at Executive?
The Market Quantitative Analysis (MQA) team is looking for a senior Quantitative Analyst to join the front office Commodities Quant team.
Our role in MQA is to develop and support the modelling and analytics needs of the business, which involves close work and co-ordination with the respective trading desks and functions, as well as our partners in IT and the various control functions.
We use a variety of modelling and pricing techniques to capture and analyse the wide variety of dynamics found in Commodities markets, as well as developing cutting edge solutions to allow the business to grow and adapt through changing market conditions.
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.
Qualifications:
15 years of experience in a comparable quantitative modeling or analytics role
Commodities experience is not a pre-requisite
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
Education:
Masters/PhD, or equivalent degree
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
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Job Family Group:
Institutional Trading------------------------------------------------------
Job Family:
Quantitative Analysis------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
New York New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
$200,000.00 - $300,000.00
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
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Most Relevant Skills
Please see the requirements listed above.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Anticipated Posting Close Date:
Nov 23, 2025------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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View Citi’s EEO Policy Statement and the Know Your Rights poster.
Salary : $200,000 - $300,000
