Director, Senior Structurer — Bespoke Liquidity Derivatives

Citibank (Switzerland) AG; New York (NY); Hybrid; Confidential; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k) plan

Job summary

Citibank, N.A. in New York, NY is seeking a Senior Structurer/Director to lead the North America Solution business with a focus on new product development and bespoke offerings for institutional clients.

The role requires a Master’s degree (or BA with 10 years) and 8+ years in structured financing and fixed income derivatives, with strong expertise in pricing, ISDA/GMRA, and cross-border regulatory navigation.

Qualifications

• Pricing interest rate derivatives including CVA, curve construction and Greeks mapping.
• Drafting non-standard ISDA/GMRA term sheets for complex derivatives and repo transactions.
• Leading end-to-end internal approvals for first-of-its-kind products.
• Serving as lead technical authority in negotiations between Trading, Sales and control functions.
• Designing and pricing derivative payoffs in note or deposit format as yield enhancement tools.

Responsibilities

• Lead North America Solution business development for bespoke structuring.
• Develop fund solutions, non-recourse financing, structured repo solutions for institutional clients.
• Design and execute bespoke liquidity solutions including CSA and SPVs.
• Structure fixed income solutions bridging North American and Asian markets.
• Ensure compliance with Citi's capital framework and legal documentation standards.

Skills

Pricing rate derivatives

ISDA/GMRA term sheets

End-to-end approval leadership

Technical negotiation authority

Derivative payoff design

Education

Master’s degree in Finance/Financial Economics/Mathematics/Economics/Physics/CS

Bachelor’s degree with 10 years of experience

Tools

Pricing systems

Job description

Citibank, N.A. in New York, NY is seeking a Senior Structurer/Director to lead the North America Solution business with a focus on new product development and bespoke offerings for institutional clients.

The role requires a Master’s degree (or BA with 10 years) and 8+ years in structured financing and fixed income derivatives, with strong expertise in pricing, ISDA/GMRA, and cross-border regulatory navigation.