Rates Capital Manager (Markets Analyst - C15), Director, Rates XVA (New York Or London)

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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