Senior Fixed Income Structurer – Derivatives for Clients

Citibank (Switzerland) AG; New York (NY); Hybrid; USD 180,000 - 300,000; Full time

Job summary

Citi in New York is seeking an experienced Fixed Income Structurer to design and price innovative derivative solutions for institutional clients across rates and credit. You will work with sales and trading, model payoffs, and build back-tests while presenting client-ready materials and ensuring governance.

The role involves close collaboration across Legal, Market Risk, Credit Risk, Finance and Audit functions, with a hybrid work arrangement in New York (3 days in office, 2 remote).

Qualifications

• 6–12 years of structuring experience in a financial institution.
• Deep knowledge of complex derivative products, pricing and risk.
• Strong quantitative and analytical capabilities for payoff modeling.
• Ability to translate client needs into structured financial solutions.
• Clear written and verbal communication for clients and internal stakeholders.
• Bachelor's degree or equivalent in a relevant field.

Responsibilities

• Structure and price interest rate derivative solutions for institutional clients.
• Identify commercial opportunities and develop trade ideas with sales/trading.
• Model payoffs, run risk scenarios, and support product delivery.
• Build back-tests and quantitative analyses for client pitches and decisions.
• Lead client-facing presentations and prepare materials for meetings.
• Collaborate with Legal, Compliance, Market Risk and Finance to maintain governance.

Skills

Fixed income structuring

Derivatives pricing

Quantitative analysis

Client-facing

Communication skills

Education

Bachelor's degree in a relevant field

Master's degree in quantitative/finance

Job description

Citi in New York is seeking an experienced Fixed Income Structurer to design and price innovative derivative solutions for institutional clients across rates and credit. You will work with sales and trading, model payoffs, and build back-tests while presenting client-ready materials and ensuring governance.

The role involves close collaboration across Legal, Market Risk, Credit Risk, Finance and Audit functions, with a hybrid work arrangement in New York (3 days in office, 2 remote).