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.
Introduction from Citi
Hear Julio DeGraca, Managing Director at Citi, introduce the simulation.Reviews
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.
I liked how the simulation connected core quantitative finance concepts to practical market scenarios. The structure was clear and well organised, moving from financial mathematics and commodity pricing to securities structuring and risk management. I also appreciated that the tasks encouraged practical application rather than only theoretical understanding.

