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Agency Securities Finance (ASF), within Services, partners with institutional investors to enhance their portfolio returns within the global securities finance markets. Citi's key strengths include unsurpassed global branch network, open architecture, robust risk management, real-time controls, program flexibility, product innovation, dynamic reporting, and overall market leadership. ASF is also viewed as a critical source of liquidity in both the equity and fixed income markets as well as a significant liquidity provider in global short term money markets through its cash management operations.
Job Responsibility:
Participate in daily trading activities to maximize our clients’ portfolio performance
Develop and maintain relationships with borrowers to optimize securities finance opportunities
Identify and present trading opportunities to capitalize on special situations and latent holdings
Design and develop analytical applications for traders and senior management to visualize action opportunities for lending
Build predictive and computational pricing models (C# / Python) for price discovery using numerical, statistical and machine learning techniques
Facilitate research & product development for new trading markets & strategies
Exceed revenue, profitability, and return on capital targets through optimal execution and broadening client base
Interface with global business/trading, operations, technology, and client relationship teams to develop expertise of the Securities Services systems and the client analytics needs to actively contribute to the roadmap and evolution
Requirements:
Securities Lending, Prime Finance, or Delta One trading experience required across either equity or fixed income products
Technical/programming skills
Expertise with SQL, C#, R or Python and data visualization tools such as Qlikview for full stack data analysis, insight synthesis and presentation
Practical understanding of APAC markets
Experience with developing, testing, and implementing models with large datasets using tools like SQL, Qlikview, MATLAB is a plus
Ability to multitask and work under time pressure
Self-motivation and entrepreneurial disposition
Ability to build and sustain working relationships across internal teams & external counterparties
Strong verbal communication and quantitative analytical skills
Hands on problem solver, diligent, motivated by challenging projects
Collaborate closely with Traders, Structurers, and technology professionals