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Structurer

Structurer

CompanyCitigroup
LocationNew York, NY, USA
Salary$200000 – $200000
TypeFull-Time
DegreesBachelor’s
Experience LevelMid Level, Senior

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.