Trader

Job description

Citigroup Global Markets Inc. seeks a Trader for its New York, New York location. Duties: Use quantitative and qualitative analyses to identify P&L drivers, especially for FX and Rates business, and provide commentary on short-term/structural changes to risk involving market and regulatory risk management for foreign exchange and equities financial products. Consolidate and prepare daily and weekly risk reports using Tableau, which include summary of cross asset exposure, stress loss and VaR analyses, to preemptively raise key market risk and P&L drivers, using statistical and mathematical techniques. Investigate MCVaR data for FX, using dimensions including risk stripe, product type and desk level to spot modeling inaccuracy, positions with significant risks, or uneconomical in terms of capital allocation. Study FX risks including FX Grid, DF/NDF basis, XCCY basis, DV01 and greeks to monitor FX exposure and provide a visualization tool for a wider audience. Monitor key cross-markets macro events across all asset classes and identify high risk exposures while also maintaining the tool designed to monitor cross market moves for financial markets in US, Europe and Asia; forecast fina...