Senior Fixed Income Structurer Rates and Credit Derivatives

Citi; New York (NY); Hybrid; USD 200,000 - 300,000; Full time

Benefits offered by this job

Hybrid work arrangement (3 days in the

in-office and 2 days remote)

Medical, dental & vision coverage

401(k) retirement plan

Paid time off

Wellness programs

Life, accidental & disability ins.

Job summary

Citi is seeking an experienced structurer to join its Fixed Income Structuring team in New York. The role blends client advisory, quantitative analysis, and product development to design and deliver innovative derivatives solutions for corporate and investor clients.

You'll collaborate with sales and trading, model payoffs, perform risk and P&L analysis, and help bring ideas to market while upholding Citi's governance and reputation.

Qualifications

• 6 to 12 years of structuring experience within a financial institution, focused on fixed income or derivatives.
• Deep technical knowledge of complex derivative products, their features, risk characteristics and pricing.
• Quantitative and analytical capability to model payoffs and run risk scenarios.
• Ability to translate client needs into structured financial solutions with cross-functional collaboration.
• Clear written and verbal communication to present ideas credibly to clients and stakeholders.
• Bachelor's degree or equivalent qualification in a relevant field.

Responsibilities

• Structure and price interest rate derivative solutions for institutional clients.
• Identify commercial opportunities and develop new trade ideas with sales and trading.
• Model payoff structures and conduct risk and P&L analysis.
• Build back-tests and quantitative analyses for client pitches and portfolio reviews.
• Drive pre-trade and post-sales activity with client-ready materials and presentations.
• Collaborate with Legal, Compliance, Market Risk, Credit Risk, Finance and Audit for governance.
• Assess risk/reward of transactions with integrity and Citi's reputation in mind.

Skills

Structuring experience

Fixed income knowledge

Derivative pricing

Quantitative modeling

Client advisory

Communication skills

Education

Bachelor's degree or equivalent

Master's degree in quantitative/finance

Job description

Citi is seeking an experienced structurer to join its Fixed Income Structuring team in New York. The role blends client advisory, quantitative analysis, and product development to design and deliver innovative derivatives solutions for corporate and investor clients.

You'll collaborate with sales and trading, model payoffs, perform risk and P&L analysis, and help bring ideas to market while upholding Citi's governance and reputation.