Commodities Index Developer, AVP, New York

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Commodities Team.

By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview:

Commodity indices are a growing business at Citi, in a rapidly evolving market: sophisticated investors are increasingly interested in more complex risk premia-based approaches.

The resulting business opportunity is significant – but the need for increasingly sophisticated indices and analyses mean that our team is too lightly staffed to capture the opportunity.

The purpose of the job is to help build on the recent successes in the Citi Commodity index space, in order to make Citi a leading player in this space, through:

• Developing cutting-edge systematic investment strategies, using Commodity futures and options as the building blocks, working with trading, sales, and structuring;
• Proposing sophisticated analyses on existing and new indices to improve their marketability;
• Improving the resilience of the platform through working with trading, IT, quants;
• Helping to originate business through pitching the ideas to sales and potentially clients.

What you’ll do:

• Development of commodity investment strategies and products, collaborating with sales, structuring, trading, research, IT and quantitative analysis
• Working to enhance robustness and efficiency of index platform, moving towards more automated processes and applying an industrial and scalable approach to the full product lifecycle.
• Back testing and in-depth analysis of investment ideas proactively and in response to investor queries
• Working with various departments (legal, sales, trading, research, IT and quantitative analysis) to turn ideas into products which can be sold and traded

What we’ll need from you:

• Demonstrated quantitative and analytical skills
• Critical: in-depth programming skills and experience of using a wide variety of analysis tools to perform complex modelling
• Individual must be highly driven, self-motivated, decent communicator, and have an interest in financial markets
• Keen to work with other groups to develop best in class products and grow the index business
• Quantitative / technical degree, i.e. maths, physics, computer science
• Significant experience in index development or systematic strategies is a plus
• Knowledge and understanding of markets, in particular commodities, is a plus

Education:

• Bachelor’s/University degree or equivalent experience

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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