Structurer, Director

Citi • New York, NY

1d • Hybrid

About The Position

Lead the North America Solution business with a focus on new product and initiatives development, including fund solutions, non-recourse financing, structured repo solutions, and other bespoke offerings for institutional clients. Provide non-flow and non-vanilla structures for services including financing, liquidity management, hedging, risk and capital optimization, bespoke accounting and cross border solutions tailored for clients such as corporates, banks, insurance companies, asset managers and security firms. Design and execute bespoke liquidity solutions including asymmetric credit support annex (CSA) and special purpose vehicles. Structure fixed income solutions that bridge North American and Asian markets, managing tax, accounting and regulatory nuances. Offer customized solutions that address complex client problems. Apply structured finance and derivatives to create financial solutions that help clients manage liquidity (Net Stable Funding Ratio, Liquidity Coverage Ratio), mitigate risk, and meet capital requirements. Use tools to analyze liquidity metrics for liquid readily marketable securities. Price derivatives products using pricing and booking systems. Comply with Citi's capital framework and legal documentation standard and collaborate with capital and legal teams to ensure they are practical and compliant. Analysis of swap profiles, Credit Valuation Adjustment (CVA), curve construction and mapping the Greeks across term structure. Analyze Regulatory Capital and RWA optimization, BASEL III and US rules to structure transactions that provide RWA relief and optimized capital treatment. Lead the development of new products and key franchise projects. Conceptualize and develop new products. Map out business and growth plans. Draft and negotiate non-standard, term sheets within ISDA, GMRA framework for complex derivatives and repo transactions. Identify opportunity gaps within the market, leveraging insights from team members to expand product suites and client base. Originate transactions through product pitches. Apply understanding of the regional solution business to make informed decisions that align with Citi’s goals. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements

• Master’s degree or foreign equivalent, in Finance, Financial Economics, Mathematics, Economics, Physics, Computer Science or related quantitative field and 8 years of experience as Structurer, Quantitative Analyst, Associate or related position involving structured financing and solutions, and fixed income derivatives at a financial institution.
• Alternatively, a Bachelor’s degree or foreign equivalent in the stated fields and 10 years of the specified progressive, post-baccalaureate experience.
• 8 years of experience must include: Pricing interest rate derivatives including analysis of swap profiles, Credit Valuation Adjustment (CVA), curve construction and mapping the Greeks across term structure.
• 8 years of experience must include: Drafting and negotiating non-standard, technical term sheets within ISDA, GMRA framework for complex derivatives and repo transactions.
• 8 years of experience must include: Leading end-to-end internal approval process for “first-of-its-kind” products, navigating tax, legal and accounting hurdles.
• 8 years of experience must include: Serving as lead technical authority in negotiations between Trading, Sales and control functions to determine risk appetite and strategies for new business opportunities.
• 8 years of experience must include: Designing and pricing derivative payoffs in note or deposit format as yield enhancement tools for clients.
• At least 6 years of experience must include: Structured financing including non-recourse and structured repo solutions.
• At least 6 years of experience must include: Using tools to analyze liquidity metrics for liquid readily marketable securities.
• At least 6 years of experience must include: Designing and executing bespoke liquidity solutions including asymmetric credit support annex (CSA), repo facilities, and financing using special purpose vehicles.
• At least 6 years of experience must include: Regulatory Capital and RWA optimization, BASEL III and US rules to structure transactions that provide RWA relief and optimized capital treatment.
• At least 6 years of experience must include: Structuring fixed income solutions that bridge North American and Asian markets, managing tax, accounting and regulatory nuances.

Responsibilities

• Lead the North America Solution business with a focus on new product and initiatives development, including fund solutions, non-recourse financing, structured repo solutions, and other bespoke offerings for institutional clients.
• Provide non-flow and non-vanilla structures for services including financing, liquidity management, hedging, risk and capital optimization, bespoke accounting and cross border solutions tailored for clients such as corporates, banks, insurance companies, asset managers and security firms.
• Design and execute bespoke liquidity solutions including asymmetric credit support annex (CSA) and special purpose vehicles.
• Structure fixed income solutions that bridge North American and Asian markets, managing tax, accounting and regulatory nuances.
• Offer customized solutions that address complex client problems.
• Apply structured finance and derivatives to create financial solutions that help clients manage liquidity (Net Stable Funding Ratio, Liquidity Coverage Ratio), mitigate risk, and meet capital requirements.
• Use tools to analyze liquidity metrics for liquid readily marketable securities.
• Price derivatives products using pricing and booking systems.
• Comply with Citi's capital framework and legal documentation standard and collaborate with capital and legal teams to ensure they are practical and compliant.
• Analysis of swap profiles, Credit Valuation Adjustment (CVA), curve construction and mapping the Greeks across term structure.
• Analyze Regulatory Capital and RWA optimization, BASEL III and US rules to structure transactions that provide RWA relief and optimized capital treatment.
• Lead the development of new products and key franchise projects.
• Conceptualize and develop new products.
• Map out business and growth plans.
• Draft and negotiate non-standard, term sheets within ISDA, GMRA framework for complex derivatives and repo transactions.
• Identify opportunity gaps within the market, leveraging insights from team members to expand product suites and client base.
• Originate transactions through product pitches.
• Apply understanding of the regional solution business to make informed decisions that align with Citi’s goals.

Benefits

• medical
• dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

What This Job Offers

• Job Type: Full-time
• Career Level: Director