Commodities Quantitative Analyst Job at Citi (Houston)

Algorithmic Trading Quantitative Analyst, Commodities

As an Algorithmic Trading Quantitative Analyst (Vice President) within our Commo...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Proven experience working in systematic trading, encompassing areas such as execution algorithms, statistical arbitrage, or electronic market making
Demonstrated success in solving practical problems, ideally within finance, using advanced statistical and machine learning techniques
Strong programming proficiency in Java/C++ and Python is essential, coupled with the ability to work effectively with large datasets
Proficiency in database applications, such as SQL and KDB, for data manipulation and analysis
M.S. or Ph.D. in a highly quantitative field such as mathematics, physics, statistics, engineering, or financial engineering
Attention to detail, strong problem-solving capabilities, and the ability to articulate complex quantitative concepts in simple terms to diverse stakeholders

Job Responsibility

Research, design, and implement electronic market-making models, including hedging algorithms, bid-offer models, price predictors, and automated pricing frameworks for Commodities
Analyze the performance of existing models in actual market-making operations and provide recommendations for continuous improvement and optimization
Develop and extend functionality of current production models and build robust hedging strategies across various Commodity markets
Collaborate closely with traders, quants, and technologists to ensure models generate value, are optimally integrated, and are aligned with business objectives
Focus on thorough model testing and the practical implementation of appropriate models, ensuring their effectiveness and reliability in a live trading environment
Understand the balance between model sophistication and ease of implementation, striving for pragmatic solutions that achieve goals efficiently

Commercial Associate

We are seeking a highly motivated Associate for a front-office coverage role on ...

Location

United States , Houston

Salary:

130000.00 - 145000.00 USD / Year

Citi

Expiration Date

July 09, 2026

Requirements

3-6 years of relevant work experience
Theoretical and practical application of financial knowledge to Oil & Gas companies, and the broader Energy industry
Strong analytical, quantitative, and problem-solving skills
Proficiency in financial modeling and financial data analysis is required
MS Excel and PowerPoint should be second nature
Excellent written and verbal communication skills
Obtain Series 63 and 79 licenses, and pass SIE, within 150 days of joining
Bachelor's/University degree

Job Responsibility

Portfolio Management: Cover a portfolio of 10-20 clients in conjunction with deal teams comprised of Analysts, Associates, Vice Presidents, and senior Credit Officers
Transaction Execution: Act as a primary contributor and reviewer in all facets of deal execution, including in-depth financial analysis, complex financial modeling, risk analysis, and due diligence for credit extensions to new and existing clients
Client & Partner Interaction: Support senior bankers in managing client relationships and interact with various internal partners, including Loan Structuring & Syndications, Commodities, Treasury & Trade Services, and various operations functions to deliver integrated financial solutions
Team Development: Assist with the training and professional development of junior Analysts on the team
Industry Analysis: Conduct detailed company research and industry analysis to identify key trends, risks, and opportunities within the energy sector
Risk Management: Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding the bank, its clients, and assets

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages

Fulltime

Senior Data Scientist - GenAI & ML

CRU Group is seeking a technically strong, hands-on Senior Data Scientist to joi...

Location

United Kingdom , London

Salary:

Not provided

CRU International

Expiration Date

Until further notice

Requirements

MSc or higher in a quantitative discipline such as econometrics, statistics, mathematics, physics, or similar
Expert-level Python skills and strong command of the core scientific stack, including Pandas, Scikit-learn, SciPy, and NumPy
3–5+ years of experience in data science, machine learning, econometrics, or a related technical field
Proven track record of independently delivering solutions, including model design, training, evaluation, deployment, and monitoring
Strong exposure to time-series forecasting or commodity data
Creative thinker with a robust approach to data and modelling
Hands-on experience working with machine learning and LLMs
Hands-on experience building AI applications beyond simple chatbot interfaces
Goal-oriented, with a high level of energy and enthusiasm
able to operate efficiently, effectively, and professionally in a fast-paced, dynamic, results-driven business environment

Job Responsibility

Build and deliver solutions across predictive analytics, machine learning, and LLM-based AI
Design, develop, and implement bespoke ML and AI agents and multi-step workflows using modern frameworks such as LangChain, LangGraph, or similar technologies
Develop robust, scalable, production-grade Python code
Partner with senior stakeholders to translate business needs into clear technical requirements and measurable outcomes
Own delivery end-to-end, including problem framing, data discovery, model development, evaluation, integration, deployment, monitoring, and iteration
Collaborate with global teams of analysts, product managers, product modellers, and engineers to deliver high-quality, reliable solutions
Mentor team members and contribute to raising standards for technical execution and delivery discipline
Stay current with developments in machine learning, statistical learning, generative AI, LLMs, and agentic workflows, and identify practical opportunities to apply these technologies within risk and trading services

What we offer

Competitive salary and flexible benefits package
Opportunities for professional growth and development as part of a global company
A collaborative and supportive work environment
The chance to work with industry-leading experts and over a diverse range of topics and projects

Fulltime

Credit Analyst, Credit Research

Location

United States , New York City

Salary:

112778.00 - 170000.00 USD / Year

Aflac

Expiration Date

Until further notice

Requirements

Must have a Master's in Finance, Business Analytics, Data Science, Statistics, or similar quantitative discipline
Work or educational background must have included demonstrated proficiency with: Using developed quantitative models and multi-variant assumptions
Running regression models and stress testing of portfolio holdings
along with various scenario-based events
Applying knowledge of bond calculations, asset liability management, capital calls, and underwriting of bonds
Understanding of financials, risk assessments, while qualifying macro-economic scenario events such as duration, convexity, inflation, floating vs fixed rate with a limited and broad time series models to assess appropriate allocation
Automating the switch trade model using Python and VBA, resulting in reduced time spent on model running and improved efficiency
Assessing risk associated with lending to companies by considering various factors such as economic conditions, industry trends, commodity prices and company-specific factors
Utilizing tools and techniques including: Financial Modeling
Python programming

Job Responsibility

Responsible for proactively monitoring Paper and Packaging, Metals and Mining, and Midstream sectors and taking the lead in making recommendations for portfolios supporting global insurance products
Conduct in-depth market research across assigned sectors to support investment recommendations including key trends and competitive landscape in assigned sectors, review of company financial reports, earnings and news releases, and analyze relative value within and across industry sectors for various investment portfolios
Monitor, gather, and organize information critical to the credit investment decision process
Calculate key credit metrics, particularly liquidity, leverage, and cash flow ratios
Identify potential new investments for the portfolios
Prepare oral and written analyses and summaries to key stakeholders across the firm
Apply detailed understanding of each bonds' position in the capital structure
Maintain relationships with sell-side analyst, rating agencies and company management to keep up to date on investment opportunities
Update and manage relevant internal and external sources of data
Conduct ad hoc projects, analyses, and other support to relevant stakeholders as required

Fulltime

Mr M - Balance And Loss Forecasting Analyst

The Risk Analytics, Modeling and Validation role involves the development, enhan...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-10 years of experience
Proficient in Microsoft Office with an emphasis on MS Excel
Clear and concise written and verbal communication skills
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Practical experience using SAS or other mathematical coding software to build and test models
Comfortable interfacing with business clients and handling very large data sets
Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation
Good knowledge and understanding of a variety of model development and validation testing techniques covering relevant portfolio of models
Programming skills in languages like Python, MATLAB, C/C++/C#, VBA or other coding language as need

Job Responsibility

Oversee a portfolio (e.g., Commodities business models) of model types / product types for a specific business area Perform model validations, annual model reviews, ongoing monitoring reviews (on Low, Medium and High Model Risk Rating (MRR) models), model limitation remediation reviews, Supervisory and Peer Reviews across the specific portfolio
Ensure accuracy of validations performed by Validators covering the VL's specific portfolio Provide effective challenge to the model development process on Low / Medium / High MRR models in accordance with the Citi Model Risk Management Policy
Appropriately assess risk when business decisions are made, demonstrating 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
Communicates results to diverse audiences
Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards
Identifies modeling opportunities that yield measurable business results
Manages stakeholder interaction with model developers and business owners during the model life-cycle
Presents model validation findings to senior management and supervisory authorities
Is an enthusiastic and early adopter of change
takes ownership for helping others see a better future and stay positive during uncertainty

What we offer

access to telehealth options
health advocates
confidential counseling
expanded Paid Parental Leave Policy
access to an array of learning and development resources
generous paid time off packages

Fulltime

Risk Reporting Senior Officer

The Global Market Risk Reporting group is part of the wider Data, Analytics, Rep...

Location

Poland , Warsaw

Salary:

340990.00 - 580610.00 PLN / Year

Citi

Expiration Date

Until further notice

Requirements

10+ years in Market Risk, Risk Reporting or a related financial risk discipline
Deep knowledge of traded products across equities, rates, credit, FX and commodities, and associated price risk concepts — sensitivities, VaR, stress testing, P&L attribution
Solid working knowledge of Basel 2.5 and FRTB, and the supervisory expectations of major European and/or American regulators
Proficiency in Python
proven ability to design and implement relational data models and physical table structures
Working knowledge of major cloud platforms (AWS, Azure, GCP) and core data services — data lakes, managed warehouses, serverless compute and orchestration
Foundational to working knowledge of ML techniques — supervised/unsupervised learning, time series, anomaly detection — and their application in a risk context
Awareness of the GenAI landscape including LLMs, prompt engineering and RAG, and emerging use cases in financial services
Degree-educated in a technology, quantitative, finance or related discipline

Job Responsibility

Lead and execute content generation and quantitative analysis on market risk, leveraging over 10 years of industry experience
Help Market Risk reporting meet its target operating model obligations by assisting in the reduction of content through simplification and automation, while building out analytical capabilities within the team
Participate in a multiyear book of work to modernize the core Market Risk platform
Collaborate with stakeholders across technology, business, and control functions to translate complex risk requirements into practical, implementable solutions
Apply advanced data science, machine learning, and artificial intelligence techniques to develop prediction capabilities and provide analytical insights into markets portfolios
Utilize expertise in programming languages, particularly Python, and various data science APIs to build, test, and deploy quantitative risk solutions
Design, develop, and maintain data models and schemas to support comprehensive risk data aggregation, analysis, and reporting
Leverage cloud technology platforms for scalable risk analytics and data processing
Serve as a Product Owner for risk management initiatives, defining roadmaps, prioritizing features, and ensuring alignment with business objectives and regulatory requirements
Collaborate with colleagues to help identify performance improvement and automation opportunities to remove manual processes

What we offer

Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)
Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates
Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates
Employee Assistance Program financed by Employer Paid Parental Leave Program (maternity and paternity leave
statutory and 2 weeks additional paid paternity leave
Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates
Additional benefits from Company's Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events
Additional day off for volunteering
Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform
Opportunity to receive an annual discretionary incentive award

Fulltime

Senior Quantitative Commodity Strategist

At Energy Aspects, we pride ourselves on the exceptional talent that forms the f...

Location

United Kingdom , London

Salary:

Not provided

Energy Aspects

Expiration Date

Until further notice

Requirements

Minimum 3 years’ experience on a commodity trading desk, either as an analyst, strategist, or trader
Demonstrable experience with commodity derivative contracts, particularly options, including pricing, risk management, and strategy development
Proven track record in statistical modelling of key commodity price drivers, including both fundamental and macroeconomic variables
Strong understanding of the role and behaviour of financial participants in global commodity markets
Advanced Python programming skills, with experience in data analysis, visualisation, and model development
Excellent communication skills, with the ability to engage in detailed, technical discussions about commodity derivative markets and effectively convey market views to clients

Job Responsibility

Develop and implement quantitative models to analyse and forecast commodity flows, prices, volatility, and market trends
Conduct in-depth research on fundamental and macroeconomic drivers impacting commodity markets, translating findings into actionable market views
Collaborate closely with quant leads in energy, options, metals, and macro to refine cross-desk market views
Communicate complex quantitative concepts and market views clearly to both internal stakeholders and external clients, tailoring the message to the audience’s expertise
Monitor and interpret developments in commodity derivative markets, with a particular focus on financial participants

What we offer

Annual bonuses
Comprehensive private health insurance
Substantial pension contributions
Company share options
Subsidized gym memberships
Generous holiday policy

Fulltime

(Senior) Analyst, Natural Gas, North America

Aurora’s mission is to provide data-driven intelligence to support the energy tr...

Location

USA , Austin

Salary:

Not provided

Aurora Energy Research

Expiration Date

Until further notice

Requirements

Up to three years of experience in energy commodities markets at an energy company, leading strategic or economic consultancy, energy trading house or brokerage, or financial services company
Experience and knowledge in US and Canadian natural gas markets
Demonstrated success in managing and delivering time-critical projects in team-oriented environments
Substantial experience delivering professional content to both senior internal stakeholders and external clients
Self-starter, entrepreneurial mindset, and desire to grow the business
Demonstrated ability to collect, analyze, and interpret complex quantitative data and information
Excellence in both written and spoken communication and collaborating with both technical and non-technical parties
Proficiency in relevant data and analysis tools, such as SQL, Power BI, and advanced Excel
A college degree is required with evidence of strong academic performance in: A quantitative subject (e.g. Math, Economics, Physics, Engineering, Finance) and/or A social science, environmental studies or a related field, coupled with an interest in quantitative analysis

Job Responsibility

Generate Aurora’s research in North American natural gas markets and work closely with Aurora’s commodities modelling and various North American power teams to develop regular market forecasts and novel analysis
Produce regular reports on North American and global gas, oil, and coal markets to support Aurora’s commodities forecasts
Communicate findings to clients through meetings, calls, workshops, and conferences
Plan and deliver high-quality, long-term projects for Aurora’s research teams across different North American markets
Coordinate with other teams in the company across global offices and keep colleagues and senior stakeholders informed of developments in North America
Develop timely and rigorous quantitative analyses to enhance clients’ decision making, e.g. in supporting financial transactions for energy assets
Contribute to Aurora’s product development by identifying new opportunities for intellectually interesting and commercially relevant areas of analysis and helping to expand our capabilities, subscription base, and impact

What we offer

A competitive salary and benefits package
The opportunity to substantially influence major decisions in the energy sector
Direct engagement with clients through Aurora conferences, workshops, and webinars
The opportunity to grow into a publicly visible industry expert
A fun, informal, collaborative, and international work culture
A brand-new office space in the vibrant and culturally rich East Austin area
Access to the Aurora Academy, our training program offering a range of opportunities to develop your skills

Fulltime

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Commodities Quantitative Analyst

Job Description

Job Responsibility

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