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
- Job Simulations
- Markets Quantitative Analysis (MQA)
Introduction from Citi
Hear Julio DeGraca, Managing Director at Citi, introduce the simulation.Reviews
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.
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.

