Citigroup Global Markets Inc. Structurer in New York, New York
Citigroup Global Markets Inc. seeks a Structurer for its New York, New York location.
Duties: Provide analytic support to Equity Derivative traders and sales to deliver the liquidity and funding costs optimization strategic agenda of the total equity division. Support business management reporting and other initiatives, including analysis of statistical and seasonal trends in the balance sheet and capital usage of the business and sub-businesses. Work with relevant partners to improve Value at Risk (VaR) and stress models as well as other components for Market Risk Capital (Standardized), particularly those pertaining to innovative and heavily structured exotic and hybrid deals with advanced mathematical and statistical techniques, including Statistics and Financial Calculus. Analyze and price new structures and business initiatives from a regulatory and economic capital viewpoint. Quantify and analyze the total liquidity need at base and stress scenarios, to provide continuous improvements for business reports and analytics to facilitate better decision making and problem solving, and analyze and quantify impacts of different liquidity sources, including capital footprint. Work with partners in treasury to implement and increase transparency of funding constraints for the business. Continuously interact with the Structured Notes and Investor Services divisions to maximize efficiency and knowledge propagation across Equities.
Requirements: Requires a Master’s degree in Financial Mathematics, Operations Research or closely related field and 3 years of experience as a Risk Officer, Trader, Structurer, Quantitative Risk Analyst, or closely related position. Full term of work experience must include: Financial derivatives products and pricing for analysis and to structure potential solutions; Regulatory capital and financial regulations; Data management using MS Excel, Python, and SQL; Quantitative and mathematical analysis to create capital optimization solutions. Qualified applicants submit resumes referencing job code MH/S/JK to Citigroup Recruiting Dept., 3800 Citigroup Center Drive, Tampa, FL 33610. Citigroup is an EOE Employer. Direct applicants only.