2 months ago
Pune, IndiaStaff+
Responsibilities
- Lead the design, development, and delivery of quantitative analytics platforms for Commodities pricing and risk management.
- Build and enhance high-performance Python and C++ libraries for valuation, sensitivities, scenario analysis, and risk calculations.
- Partner with Front Office Quants and Trading teams to integrate pricing models and quantitative methodologies into production systems.
- Architect distributed solutions for intraday and end-of-day risk calculations and optimize large-scale pricing workflows.
- Lead impact assessments, production releases, performance tuning, and platform modernization initiatives.
- Establish software design, testing, automation, and CI/CD engineering practices.
- Collaborate with Model Risk, Market Risk, and Regulatory teams on governance and control requirements.
- Mentor junior developers, lead technical initiatives, and influence architecture decisions across commodities analytics platforms.
Requirements
- 14+ years of experience developing quantitative analytics platforms within Capital Markets.
- Expert-level Python development experience building production-grade analytics and risk systems.
- Strong C++ development skills, particularly in performance-sensitive environments.
- Proven experience delivering derivative pricing, risk, or valuation analytics solutions.
- Deep understanding of software engineering, distributed computing, and scalable system design.
- Experience with Linux/Unix environments and development toolchains.
- Understanding of DevOps practices, CI/CD pipelines, Git, and automated testing frameworks.
- Strong analytical, problem-solving, communication, and stakeholder collaboration skills.
- Demonstrated experience leading technical initiatives and mentoring engineering teams.
- Preferred experience with Commodities markets and products including Energy, Oil, Gas, Power, Metals, Agricultural, or Environmental products.
- Preferred understanding of commodity derivative pricing, curve construction, volatility modeling, computational finance, numerical methods, Monte Carlo simulations, and optimization techniques.
- Preferred experience with FRTB, Basel, Stress Testing, Model Risk Management, distributed compute grids, cloud technologies, and large-scale analytical processing.
About Citi
Citi is a public financial-services company offering consumer and institutional banking, credit cards, wealth management, treasury and trade solutions, and capital-markets services. It serves individuals, corporations, financial institutions, and governments in more than 160 countries and jurisdictions, earning interest and fee income from lending, payments, trading, and advisory. Founded in 1812 and headquartered in New York, it trades on the NYSE under the ticker C.