Senior XVA Trader Rates & Currencies LATAM and Spread Products, Director

Senior XVA Trader Rates & Currencies LATAM and Spread Products, Director

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

This New York-based Director role will be managing a team of traders responsible for the LATAM Rates & Currencies XVA desk and Spread Products XVA desk.

Reporting line will be direct to the Head of Fixed Income CTR (located in EMEA) and matrix to the NAM Head of Cross-Asset XVA.

Responsibilities

• Provide XVA, funding and capital pricing to sales and structuring desks and dynamically analyze and hedge risks.
• Work with Credit Risk and Institutional Clients Management (ICM) Team to set up business specific credit exposure monitoring, margin and limit setting.
• Partner with control functions, Markets Quantitative Analysis (MQA) quants and Technology to review calculations and ensure they are accurate.
• Ensure desk driven initiatives move forward and meet critical milestones.
• Provide regular business updates to senior product management.
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and controls.

Knowledge / Skills

Qualifications

Education

Quantitative degree preferred

Institutional Trading

Trading

Full time

New York New York United States

$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.

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