10 days old

GSP XVA Trader AVP

Citigroup
New York, NY 10176
Global Spread Products (GSP) XVA business is seeking a highly motivated individual to join its trading team. GSP XVA team is responsible for pricing and risk management of XVAs of trades done within the GSP business. GSP comprises multiple global trading and lending business across corporate credit, municipals, mortgages and other securitized product asset classes.


**Role:** The individual will be expected to work across all areas of the teams responsibilities which will include:


+ Pricing and risk management of XVAs arising from secured and unsecured transactions in GSP business. Risk management would involve trading credit, fx, interest rate and other hedge products

+ Working with other GSP trading desks and Sales

+ Computing and optimizing funding and capital for the overall GSP business

+ Reviewing and monitoring XVA pnl under various stress scenarios

+ Responding to various regulatory deliverables such as LIBOR transition

+ Work with Risk, Finance, Quants and IT team to enhance existing models. Collaborate with different stakeholders to improve existing XVA infrastructure

+ Monitor and enhance daily p&l, PAA and risk processes for the desk


**Required skills:**


+ Strong ability and interest to learn and understand new asset classes

+ Strong ability to manage, prioritize, and communicate with internal partners, highest level of professionalism and business acumen

+ Experience with trading and risk management of cash and derivative products

+ Very strong creative problem solving skills, ability to understand complex ideas and projects, strong ability to identify, articulate issues and advocate solutions at both high and granular levels

+ Ability to work in a dynamic environment under tight deadlines with changing priorities

+ Strong MS Excel and basic programming skills (e.g, python), analytical thinking and problem solving skills are critical

+ Must have strong attention to detail, be self-motivated and inquisitive with an interest in financial markets

+ 2+ years of experience in trading or related function. Experience of XVA trading or non-linear trading preferred


**Qualifications:**


+ Bachelor degree or higher


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**Job Family Group:**


Institutional Trading

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**Job Family:**


Trading

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**Time Type:**


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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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)


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Effective November 1, 2021, Citi requires that all successful applicants must be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Categories

Posted: 2022-05-13 Expires: 2022-06-12

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GSP XVA Trader AVP

Citigroup
New York, NY 10176

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