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Trader

Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.

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Trader

Citigroup Global Markets Inc. seeks a Trader for its New York, New York location.

Duties: Identify and monitor systemic and idiosyncratic risks across securitized trading businesses and manage risk in coordination with the Trading team. Closely track the performance of mortgage, asset-backed, and credit products on a regular basis, track the drivers of market movements across different asset classes, analyze notable trends to form relative value and forward-looking view of material risks. Serve as a SME of the various securitization structures, prepayment and market behavior of mortgage-backed (agency and non-agency residential or commercial mortgage backed securities, credit risk transfer notes, Ginnie project loans, credit default swaps indices in securitized space like CMBX, ABX, PrimeX), asset-backed (autos, student loan, credit card, market place lending, aircraft, containers, whole business, cellphone tower, PACE) and Collateralized Loan Obligation (CLO) securities, in both US and European markets. Develop a holistic view of market risk sensitivities within business, and design appropriate hedging strategy that mitigate the most relevant systemic risks. Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure in accordance with risk regulations and guidelines, including CCAR (Comprehensive Capital Analysis and Review), Basel RWA (Risk Weighted Assets), FRTB (Financial Review of Trading Book). Coordinate with business heads and technology team to develop a robust and comprehensive risk monitoring framework that allows the business to manage the overall risk positions. Understand firm’s overall risk appetite and capital framework to allow effective optimization and allocation of risk appetite. Strengthen risk monitoring, control and governance process within the business. Produce and analyze daily, weekly, and monthly risk reports using programming tools including Excel VBA, SQL, Python, Bloomberg, Intex, and Yield book. Analyze credit, prepayment, and interest rate modelling for risk management of fixed income products like SABR (Stochastic alpha beta rho), Black normal volatility model. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Economics, Finance, Engineering (any), Physics, Mathematics or related field and 5 years of experience as a Trader, Market Risk Manager, Quantitative Risk Analyst, Financial Analyst or related position involving risk management and trading for a financial services institution. Will accept a Bachelor’s degree in the stated fields and 7 years of the specified progressive, post-baccalaureate experience. Full span of experience must include: Monte Carlo methods, Principal Component Analysis; Stochastic Calculus; Programming skills in Excel VBA, SQL, Python; Bloomberg, Intex; Prepayment modelling; Market risk regulations: CCAR, Basel, FRTB. Applicants submit resumes at https://jobs.citi.com/ or by email to Citigroup Recruiting Dept. at NAMobilityRecruitment@citi.com. Please reference Job ID #23709448. EO Employer.

Wage Range:                $250,000 to $300,000

Job Family Group:       Institutional Trading

Job Family:                  Trading

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Time Type:

Full time

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Primary Location:

New York New York United States

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

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