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Introduction from Citi

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

Reviews

4.6

I liked that the simulation was practical and interactive. It helped me understand how quantitative models, pricing techniques, hedging strategies, and risk management are applied to real-world market scenarios. It also showed me how factors like supply, demand, weather, and geopolitical events can affect commodity prices and investment decisions

Student, Dr. Babasaheb Ambedkar Technological University

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 really liked how the simulation let me step into the shoes of a quantitative analyst. Applying models like Black-Scholes and Monte Carlo to coffee futures made the math feel real and practical. I enjoyed seeing how market factors like supply, demand, and weather directly affect pricing and risk. It was a fun, hands-on way to understand trading and risk management in a safe environment.

Student

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