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Introduction from Citi

Hear Julio DeGraca, Managing Director at Citi, introduce the simulation.

Reviews

4.6

It provides a realistic, hands-on experience by applying quantitative models like Cost-of-Carry, Black-Scholes, and Monte Carlo simulations directly to real-world commodity markets like coffee futures. The scenarios effectively bridge theoretical finance and practical client advising, helping translate complex data into clear, strategic decisions.

Student, University of Utah

Giving concrete market data for the option task rather than a purely descriptive question was the strongest part - it forces you to actually compute the forward, run Black-76 and then validate it against a Monte Carlo, which is what the job is. The progression from pricing to structuring to risk also mirrors how a real book is built.

Student

I liked how the simulation applied real Citi Markets concepts to coffee commodities. The step-by-step tasks on pricing futures using cost of carry model, using Monte Carlo for structured notes, and risk management analysis were very practical. It helped me understand how quantitative models are used in investment banking. The templates made it easy to organize my work like a real analyst.

Student, Saurashtra University

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