Senior XVA Trader, Citi

Senior XVA Trader

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

200000.00 - 300000.00 USD / Year

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Job Description:

The role will be managing a team of traders responsible for the LATAM Rates & Currencies XVA desk and Spread Products XVA desk, with reporting lines to the Head of Fixed Income CTR and the NAM Head of Cross-Asset XVA. The job involves providing pricing, analyzing and hedging risks, managing credit exposure, partnering with control functions, and optimizing governance and controls.

Job Responsibility:

provide XVA, funding and capital pricing to sales and structuring desks and dynamically analyze and hedge risks
work with Credit Risk and Institutional Clients Management (ICM) Team to set up business specific credit exposure monitoring, margin and limit setting
partner with control functions, Markets Quantitative Analysis (MQA) quants and Technology to review calculations and ensure they are accurate
ensure desk driven initiatives 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:

10+ years of experience in XVA and complex derivatives trading, including capital management, ideally CVA/Funding/Capital including Rates & Currency products
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

Nice to have:

experience in non-linear trading
quantitative degree

What we offer:

discretionary and formulaic incentive and retention awards
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
planned time off (vacation)
unplanned time off (sick leave)
paid holidays

Additional Information:

Job Posted:
August 07, 2025

Expiration:
August 13, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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