12 hours 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's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. We have over 200 years of experience helping our clients meet the world's toughest challenges and embrace its greatest opportunities. We are Citi, the global bank – an institution connecting millions of people across hundreds of countries and cities. For information on Citi’s commitment to privacy, visit on.citi/privacy.