Front-Office Commodities Quant: Pricing & Risk Modeling

Company: Citi
Apply for the Front-Office Commodities Quant: Pricing & Risk Modeling
Location: London
Job Description:

Citi is seeking a Quantitative Analyst to join the front office Commodities Quant team in London. You will develop analytics libraries and quantitative models for pricing and risk management across Oil, Power and Gas, Metals, and related products.

You will leverage C++, Python, and JavaScript/React, applying Monte Carlo and PDE techniques, and collaborate closely with Traders and IT to ensure robust governance and control frameworks.

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Posted: October 17th, 2026