Counterparty Credit Risk Quant Technology Lead (Pune)

Counterparty Credit Risk Quant Technology Lead (Pune)

02 Sep
|
Citi
|
Pune

02 Sep

Citi

Pune

The Chance
Citi is seeking a senior Quant Technology Lead to drive the development of next-generation pricing and risk analytics platforms for the Commodities business within ACE team. This role sits at the intersection of Trading, Quantitative Research, Risk Management, and Technology, delivering the infrastructure and analytics that power pricing, valuation, and risk management across global commodities markets.
You will work directly with Front Office quants and trading teams to implement sophisticated quantitative models into scalable, high-performance production systems. This is a unique opportunity to combine quantitative understanding, software engineering excellence, and technical leadership while building strategic platforms used across the firm.
Your Role and Impact
As a Commodities Quant Technology Lead, you will lead the engineering efforts behind pricing and risk analytics for commodity derivatives. You will be responsible for translating quantitative models into robust production solutions capable of handling complex valuation and risk calculations at scale.




Beyond hands-on development, you will provide technical leadership across strategic initiatives, mentor development teams, and partner with senior stakeholders in Trading, Risk, and Quantitative Research. Your work will directly influence the firm's ability to manage risk, support trading activities, and deliver innovative products to the market.
Key Responsibilities
Lead the design, development, and delivery of strategic quantitative analytics platforms supporting Commodities pricing and risk management.
Develop and enhance high-performance analytics libraries using Python and C++ for valuation, sensitivities, scenario analysis, and risk calculations.
Partner closely with Front Office Quants and Trading teams to integrate new pricing models and quantitative methodologies into production systems.
Drive performance optimization efforts for large-scale analytics and computationally intensive pri

📌 Counterparty Credit Risk Quant Technology Lead (Pune)
🏢 Citi
📍 Pune

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