Matthew Walmsley
Vice President @Citi
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WORK HISTORY
Vice President @Citi
London, GB
Commodities Technology
EDUCATION
University of Southampton
Master of Engineering - MEng
Queen Mary University of London
Master of Science - MS
ABOUT MATTHEW WALMSLEY
Quantitative Developer specialising in commodities, with experience leading development across C# and Python. Technical skills in real-time pricing, curve construction, volatility surfaces, and data-driven automation.Vice President in Citi’s Commodities Technology team, designing and building high-performance pricing analytics, user interfaces, and market-data infrastructure for traders.Previous buy-side experience delivering Python-based pricing tools, research dashboards, and infrastructure supporting macro trading strategies, working directly with portfolio managers for fast, iterative delivery.MEng in Aerospace Engineering and currently undertaking an MSc in Financial Mathematics.Away from work, I enjoy sailing, cooking, and playing very casual tennis.
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