Job Description
Citibank, N.A. seeks a Trader, VP for its New York, New York location.
Duties: Develop the risk and trading infrastructure, including portfolio risk, and ensure risks are correctly represented. Respond to client price inquiries for interest rate swaps. Manage market risk from client activity at a portfolio level. Coordinate with control functions to ensure compliance with regulations, and partner with Finance to ensure that the trading desk performance is accurately captured. Guide the technological development of trading desk operations. Develop Markets products with particular focus on Interest Rate Derivatives across the curve. Pricing and hedging transactions with large Interest Rate Delta and experience at managing higher level PCA risks in the trading desk’s Interest Rate Derivative portfolio. Working with regulations which affect Interest Rate Swaps trading. Oversee a USD interest rate swaps trading book and generate revenues and manage risk for USD interest rate swaps...
Duties: Develop the risk and trading infrastructure, including portfolio risk, and ensure risks are correctly represented. Respond to client price inquiries for interest rate swaps. Manage market risk from client activity at a portfolio level. Coordinate with control functions to ensure compliance with regulations, and partner with Finance to ensure that the trading desk performance is accurately captured. Guide the technological development of trading desk operations. Develop Markets products with particular focus on Interest Rate Derivatives across the curve. Pricing and hedging transactions with large Interest Rate Delta and experience at managing higher level PCA risks in the trading desk’s Interest Rate Derivative portfolio. Working with regulations which affect Interest Rate Swaps trading. Oversee a USD interest rate swaps trading book and generate revenues and manage risk for USD interest rate swaps...