Trader, VP, Citi - Job Offer

Trader, VP

Citi

Location:

United States, New York

Category:

Finance

Contract Type:

Employment contract

Salary:

250000.00 USD / Year

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Job Description:

Citigroup Global Markets Inc. seeks a Trader, VP for its New York, New York location. The role involves modeling, pricing, and trading derivative options, evaluating equity derivatives, utilizing programming languages such as VBA, Python, SQL, and optimizing processes through automation.

Job Responsibility:

Perform modeling, pricing, and trading of derivative options
Evaluate fair values of various equity derivatives, including exotic options and structured variance swaps, using analytical and Monte Carlo simulation models and market parameters for pricing
Analyze exotic derivatives structures and their dynamics throughout their lives in different market environments, and reflect them into pricing
Hedge various option risk greeks including delta, gamma, and vega on a daily basis to manage the sensitivities to underlying price, volatility, interest rates, and foreign currencies
Use VBA, Python, and SQL to analyze massive risk data, build systematic strategies to hedge the risk and automate existing processes
Drive automation initiatives to replace manual processes.

Requirements:

Master’s degree, or foreign equivalent, in Finance, Financial Engineering, Economics, Mathematics or related field and 4 years of progressively responsible experience as an Equity Exotics Trader or related position involving modelling, pricing, and trading equity derivatives for a global financial services institution
Alternatively, Bachelor’s degree in the stated fields and 6 years of the specified progressive, post-baccalaureate experience
Full term of experience must include: Asset pricing
Stochastic calculus
Modelling, pricing, and trading equity derivatives
Partial differential equations
Dynamic models control
Monte Carlo simulation models
C++, VBA, Python, SQL
Portfolio optimization
Up to 5% international and domestic travel required.

What we offer:

Medical, dental & vision coverage
401(k)
Life, accident & disability insurance
Wellness programs
Paid time off packages including vacation, sick leave, and paid holidays
Discretionary and formulaic incentive and retention awards.

Additional Information:

Job Posted:

March 21, 2025

Expiration:

April 18, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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