Job Information
Citigroup Rates Capital Manager (Markets Analyst - C15), Director, Rates XVA (New York or London) in New York, New York
Seeking an senior expert in capital to lead optimization of tangible common equity for the Global Rates business. The candidate would be working closely with Rates XVA, Sales and Trading teams to direct the deployment capital and find opportunities to improve efficiency of capital usage. The goal for the role would be to drive the changes in the business to help maximize returns.
Job Background/context:
This role is within the Counterparty Trading & Risk team for Rates and Currencies in the Markets business. The team manages XVA trading, counterparty exposure and capital recycling for the Rates and FX businesses.
Key Responsibilities:
Identify and implement strategies for capital optimization solutions for the Rates business to elevate returns
Find opportunities for optimizing initial margin postings under SIMM and CCP IM
Provide guidance to Rates trading and sales on current Basel, CCAR and GSIB capital rules and keep updated on upcoming regulatory changes
Represent the Rates business in discussions with Finance, Risk, IT and Quants on interpretive matters, allocations and modeling of capital
Coordinate with central capital management on capital forecasting and advocacy
Improve data and reports on capital usage and efficiency
Provide regular progress updates to Rates leadership.
Knowledge/Experience:
Strong knowledge base / multiple years of experience with Rates products
Familiarity with capital rules (Basel RWA, CCAR and/or GSIB).
Skills:
Organized and self-driven
Desire to enhance knowledge and expertise in capital
Experience with working with database tools and reports a plus
Experience with Python coding a plus.
Qualifications:
15+ years of experience in a related role
Advance statistics and data analysis background, with modelling capabilities, and spreadsheet oversight greatly preferred
Proven success with a programing background in one or more programming languages, including: Q/KDB, Python, R
Demonstrated ability to conduct own research, evaluate proof of concepts / prototypes, articulate ideas and deliver presentations
Consistently demonstrates clear and concise written and verbal communication
Attention to Detail and Accuracy
Proven ability to manage to deadlines.
Education:
- Numerate degree preferred.
Job Family Group:
Institutional Trading
Job Family:
Trading
Time Type:
Full time
Primary Location:
New York New York United States
Primary Location Full Time Salary Range:
$200,000.00 - $300,000.00
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
Anticipated Posting Close Date:
May 16, 2024
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Citi is an equal opportunity and affirmative action employer.
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