Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in pricing and risk management of XVA to Citi’s Fixed Income Finance Desk.
By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

MOST RELEVANT SKILLS

Please see the requirements listed above.
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OTHER RELEVANT SKILLS

For complementary skills, please see above and/or contact the recruiter.
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TEAM/ROLE OVERVIEW

The purpose of this Structuring role is to develop, structure and book XVA activities on derivative and financing exposures to the whole range of Markets clients on a global basis.
There will be particular focus on: (i) cross-product risk / RWA transfer trades (e.g. CCDS, Guarantees); and (ii) internal financial recourse optimisation across XVA (e.g. analysis data, working with project managers to improve reporting, advocacy for RWA improvements).

WHAT YOU’LL DO

• Designing bespoke counterparty risk hedges for large strategic transactions across Rates, Spread Products, Commodities , FX and Equities businesses in Markets
• Sizing, pricing, booking and structuring portfolio of 4T CDS, Insurance and Guarantees for flow derivative and financing transactions executed under ISDA, GMRA, GMSLAs etc
• Running the internal approval process of new products and bespoke transactions
• Originating transactions through pitches / marketing to the sales force and clients
• Client meetings and business trip across EMEA, US and APAC