Swap Trader, Funding and Resource Management, Vice President
Citi · US
The Funding Resource Management (FRM )team is responsible for the refinancing of all assets positions within the Equity business line, as well as the managem...
Job description
The Funding Resource Management (FRM )team is responsible for the refinancing of all assets positions within the Equity business line, as well as the management of the main internal and external financial constraints (Capital, liquidity, balance sheet). The NAM FRM team is looking for a senior trader to lead our funding strategy execution in collaboration with other FRM officers. The book covers a wide range of instruments (swaps, repo, collateral swap, IRS, FX swaps). Qualifications: - Oversee a >150b$ trading book: respect of risk limit, trades execution and negotiations, pnl monitoring. - Maintain and extend Citi franchise with external counterparts (triparty, agent lenders, other banks) and clients (Prime Brokerage franchise client, asset managers, Pensions). - Ensure the respect of all liquidity constraints (LCR, NSFR, Stress Test, Tenor) and daily funding requirements. - Coordinate with other FRM officers to adjust funding strategy to respect capital constraints (GSIB, RWA). - Monitor and minimize the carry cost of the book under all constraints - Actively participate to Transfer Pricing improvement and methodology redesign. - In partnership with Product team, lead the IT imp...