US Rates Strategist: Macro Trade Architect

Citigroup Inc.; New York (NY); On-site; USD 170,000 - 300,000; Full time

Job summary

Citigroup Inc. seeks a US Rates Strategist to develop macro and micro investment strategies across US interest rates. You will work closely with the Treasury Trading team to generate actionable ideas, provide in-depth market analysis, and contribute to profitability.

A strong quantitative background and deep fixed income knowledge are essential for success. The role demands fast-paced analysis, collaboration with traders, and the ability to communicate complex views to internal stakeholders.

Qualifications

• 3–7+ years of experience in a rates strategy, fixed income research, or macro-focused role at an investment bank, hedge fund, or asset manager.
• Bachelor’s degree in a highly quantitative field; Master’s/PhD preferred.
• Deep expertise in US interest rate markets, including cash Treasuries, futures, options, and swaps.
• Strong quantitative, analytical, and problem-solving skills; proven financial modeling experience.
• Proficiency in Python (pandas, NumPy, SciPy) and/or R; SQL experience.
• Experience with Bloomberg, Reuters, and Haver Analytics.

Responsibilities

• Analyze macro data, geopolitical events, and policy to forecast US rate directions.
• Monitor Fed communications and policy decisions for yield-curve implications.
• Develop quantitative models to identify value in Treasuries, swaps, futures, and options.
• Generate and present actionable trade ideas to traders and management.
• Collaborate with trading desk to refine ideas, manage risk, and build tools.

Skills

Quantitative skills

Analytical thinking

Problem solving

Communication

Education

Bachelor’s degree in Finance, Economics, Mathematics, Statistics, Physics, or Computer Science

Master’s or PhD preferred

Tools

Python

R

SQL

Bloomberg

Reuters

Haver Analytics

Job description

Citigroup Inc. seeks a US Rates Strategist to develop macro and micro investment strategies across US interest rates. You will work closely with the Treasury Trading team to generate actionable ideas, provide in-depth market analysis, and contribute to profitability.

A strong quantitative background and deep fixed income knowledge are essential for success. The role demands fast-paced analysis, collaboration with traders, and the ability to communicate complex views to internal stakeholders.