G10 Rates - Synthetic Treasury & Index Trader - VP','18016356','!*!About Citi
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.
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Business OverviewCiti’s Synthetic Treasury market making book is responsible for trading Total Return Swaps, Bond Forwards, Rate Locks and Index products. In this position, the trader will work with the Institutional Sales teams and their ICG clients, including insurance companies, corporates, banks asset managers, and pension funds, across the globe.
The Synthetic Treasury desk sits within the G10 Rates department, reporting to the NAM Head of G10 Trading. The candidate will be involved in developing, executing, and risk managing a large portfolio of synthetic Treasury risk, across all types of businesses mainly focused on the Americas. The role will involve regular interaction with sales, trading, structuring, technology and quant teams.
Manage and hedge the Total Return Swap, Bond Forward and Treasury Index books
Develop and expand the business by leveraging Citi’s global franchise
Optimize balance sheet through market-making
Market opportunities to institutional clients and internal sales teams
Candidate must have 5 years of experience with interest rate derivatives, as well as US Treasuries, Futures Contracts and Volatility products. Understanding of index products a plus.
Candidates should be quantitative and technical, but ideally also creative and a problem solver. The person should be enthusiastic, a self-starter, with strong communication, interpersonal and teamwork skills.
Familiarity with pricing models and spreadsheet as well as strong VBA skills a must
Licenses S7,S63','Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity','Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity','Citi won’t discriminate against anyone for discussing pay, but those with access to pay data in their work can’t disclose it unless responding to complaints/investigations or legal requirements.','Citi won’t discriminate against anyone for discussing pay, but those with access to pay data in their work can’t disclose it unless responding to complaints/investigations or legal requirements.','NAM-USA-New York','','Trading','Full-time','Bachelor's Degree','Day Job','Regular','No','390 Greenwich Street, New York, NY 10013','390 Greenwich Street, New York, NY 10013','G10 Rates - Synthetic Treasury & Index Trader - VP'
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