Commodities Quantitative Developer (Vice President)

Citigroup Global Markets Limited

Location: London United Kingdom
Work arrangement: Hybrid
Job type: Full-time
Posted yesterday

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Key skills in this ad

Skills and tools

Risk management
C++
Python
Data science
Machine learning
Learning and development

Experience

10 years of experience

Qualifications

A degree
PhD

About this role

As a Quantitative Developer for Commodities at Citi, you will build and extend analytics libraries that power pricing and risk management for commodities quant models. You will work closely with quants and technology teams to strengthen testing frameworks, support evolving regulatory requirements, and shape the technical architecture behind commodities analytics, with regular communication with the trading desk.

Responsibilities

Contribute to analytics libraries used for pricing and risk management. This will include improving library performance, supporting regulatory initiatives and delivering new functionality to the trading desk.
Design and develop testing frameworks that validate release candidates and strengthen library reliability.
Provide technical and design guidance to quants and library users to resolve development challenges.
Partner with quants, structurers, and technology teams to translate functional requirements into library enhancements.
Communicate technical concepts clearly to quant and technology stakeholders, with regular updates to the trading desk.

Required Qualifications & Skills

5 to 10 years of experience in a similar technical or quantitative development role, ideally within quantitative finance.
Strong programming skills in C++ and Python.
Background in object-oriented software design and development principles.
A degree in Computer Science, Engineering, Physics, Mathematics, or a related field.
Proven ability to manage individual projects and stakeholders while balancing day-to-day priorities.
Clear written and verbal communication skills, including the ability to explain technical concepts to non-technical audiences.

Beneficial Skills & Qualifications

PhD preferred in a STEM discipline, including but not limited to Mathematics, Statistics, Physics, Computer Science, Data Science, Machine Learning, Artificial Intelligence, Operations Research, Quantitative Finance, Econometrics, Engineering, or a related quantitative field.
Master’s degree required as the minimum qualification in one of the above STEM disciplines.

What We Offer

At Citi, you will join a global Commodities Quant team working closely with quant and technology colleagues, with the flexibility to balance focused work with in-person collaboration.

Work in a hybrid model with three days in the office and two days working remotely each week.
Gain exposure to complex pricing and risk challenges across multiple asset classes.
Collaborate with quant and technology teams across Citi's global markets business.
Access ongoing learning and development opportunities to deepen technical and financial expertise.
Benefit from competitive financial wellbeing programs and long-term career support.

Join Citi's Commodities Quant team and help build the analytics that power global trading decisions.

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Job Family Group:

Institutional Trading

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Job Family:

Quantitative Analysis

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Time Type:

Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

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

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*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.*

*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](https://www.citigroup.com/citi/accessibility/application-accessibility.htm).*

*View Citi’s [EEO Policy Statement](https://www.citigroup.com/global/eeo-aa-policy) and the [Know Your Rights](https://www.eeoc.gov/sites/default/files/2023-06/22-088_EEOC_KnowYourRights6.12ScreenRdr.pdf) poster.*

Pay

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