Citigroup Energy Inc. seeks a Trader for its Houston, Texas location.

　　Analyze position and portfolio level data, including financial, liquidity, and return metrics. Provide XVA (Credit Value Adjustment), funding and capital pricing to sales desks, and work closely with commodity sales to keep track of any upcoming trades in the pipeline. Monitor and track daily profit and loss (P&L) on our desk, and work closely with finance team on the P&L reconciliation between different systems. Create tools using Python to reduce any manual work, such as creating custom views with pivot tables and automating daily runs. Work with commodity traders to understand the North America power and gas market, and use the information on managing the risk in the portfolio of our desk. Perform option pricing and model development to evaluate the costs, returns for any trades that the sales and structuring team are looking to execute. Use Probability theory, regression analysis, and statistical risk management to evaluate and monitor the risks of the portfolio, and develop suitable strategy to hedge against the risk. Perform quantitative modeling to manage risk, price and optimize linear and non-linear derivative products and model the volatility of the underlying assets, interest rate, currency and credit derivatives, and cash products. Leverage knowledge of statistics and financial analysis to develop optimization solutions to support business efforts in credit risk, liquidity planning and funding strategy. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

　　Requirements: Requires Bachelor’s Degree or foreign equivalent in Financial Mathematics, Finance, Applied Mathematics, Economics or related field and 5 years of progressively responsible, post-baccalaureate experience as a Trader, Quantitative Analyst, or related position involving option pricing and model development working within the global financial services industry. 5 years of experience must include: Python; Probability Theory; and Regression Analysis. Applicants submit resumes at https://jobs.citi.com/ or by email to Citigroup Recruiting Dept. at [email protected]. Please reference Job ID #24718662. EO Employer.

　　Wage Range: $200,000 to $250,000

　　Job Family Group: Institutional Trading

　　Job Family: Trading

　　Full time

　　Houston Texas United States

　　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.

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