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Company | Citigroup |
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Location | New York, NY, USA |
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Salary | $200000 – $200000 |
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Type | Full-Time |
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Degrees | Bachelor’s |
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Experience Level | Mid Level, Senior |
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Requirements
- Bachelor’s degree, or foreign equivalent, in Finance, Economics, Mathematics, Quantitative Data Analysis or related field
- 2 years of experience as a Structurer, Financial Engineer, Trading Analyst, Sales & Trading Program Analyst or related position involving systematic investment strategies development and marketing of commodities futures for a global financial services institution
- Comparative analysis of financial instruments
- Statistical analysis and modeling to test commodities strategies
- Analysis of commodities markets including crude oil, natural gas, metals and grains
- Programming languages to conduct analyses and back-testing of commodities strategies
- Communicating performance of commodities strategies to clients
- Client-driven data analysis
- Serving in a client-facing role
Responsibilities
- Conduct quantitative analyses of information involving investment programs and financial data
- Develop quantitative systematic investment strategies in commodities futures markets using advanced quantitative algorithms
- Research, back-test and stress-test trading strategies
- Conduct model analysis in multiple environments including Python and Excel
- Analyze financial and statistical data and other variables to back-test systematic trading outcomes
- Develop systematic commodities risk premia indices for crude oil, natural gas, metals and grains
- Develop computer models to determine optimal parameters and assess potential profitability of systematic strategies
- Estimate return on invested capital and analyze interaction of strategies with other financial assets in the context of portfolio construction
- Determine product marketability to assess business sustainability
- Use programming tools to conduct comparative analysis of financial instruments and data to generate trade ideas
- Prepare marketing materials that highlight appeals of the developed strategies and comparing to the traditional financial instruments
- Participate in client meetings to introduce, pitch and market the strategies and their fit to the client’s portfolio and values
Preferred Qualifications
No preferred qualifications provided.