Quantitative Commodities Analyst: Pricing & Risk Modeling

Citigroup Inc. is seeking a quantitative analytics professional to develop libraries for pricing and risk management and to build pricing models using numerical methods including Monte Carlo techniques and PDE solvers.

You will work with Traders, Structurers and technology teams to deliver robust financial analytics. Responsibilities include governance with Legal, Compliance, Risk and Audit while ensuring proper risk assessment of transactions and adherence to Citi's conduct policies.