Head of Cross Asset CTR Trading, Citi

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

250000.00 - 500000.00 USD / Year

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Job Description:

This New York-based Director/MD role will provide regional leadership for cross-asset Counterparty Trading & Risk and global leadership for cross-asset XVA initiatives. They will be responsible for the Cross Asset Central Secured XVA Volcker Desk and supervising NAM-based XVA trading desks across asset classes. The role will also be the Cross Asset Lead for Credit Risk CCAR, Resolution Planning, FRTB CVA and Capital Trading, and NAM lead for crisis management.

Job Responsibility:

Supervise NAM-based desks which provide XVA, funding and capital pricing to sales and structuring desks and dynamically analyze and hedge risks
Serve as regional Series 24 supervisor for NAM & LATAM Unsecured & Secured Rates & Currencies XVA desks, and Spread Products, Commodities and Equities XVA desks on a matrix basis, to ensure effective risk oversight and a strong escalation culture
Use XVA trading expertise to manage Credit Risk CCAR, resolution planning and FRTB CVA outcomes, in partnership with XVA trading desk heads
Represent CTR on related governance meetings
Lead CTR regional responsibilities including Crisis Management, given global desks heads are in London
Partner with control functions, Markets Quantitative Analysis (MQA) quants and Technology to review calculations and ensure they are accurate
Ensure projects move forward and meet critical milestones
Provide regular business updates to senior product management
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and controls

Requirements:

Strong knowledge of derivatives and XVA trading concepts
Strong understanding of Basel RWA, CCAR and GSIB rules, stress testing
Ability to directly manage teams and influence cross-functional partners
Efficient written and verbal communications
Team player, strong reputation with sales & structuring teams
10+ years of experience in XVA and complex derivatives trading, including capital management, ideally CVA/Funding/Capital including Rates & Currency products
Strong team leader and culture carrier able to motivate diverse members across geographies, products and matrix reporting lines
Proven ability to work in fast-paced, high-consequence environments

What we offer:

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

Additional Information:

Job Posted:
April 26, 2025

Expiration:
May 10, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Head of Cross Asset CTR Trading

Citi

Location:United States, New York

Category:Finance

Contract Type:Employment contract