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Citigroup Inc.

VP, Delta One Solution Trader

Citigroup Inc., New York, New York, us, 10261

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Job Summary The Delta One Solution team is a client driven business. It focuses on providing client market access and exposure to certain custom and existing indices via delta one derivatives. The candidate will price and execute derivatives, manage the risk of the book and work in close collaboration with Sales to increase Citi’s market share. As part of his trading role, the candidate will also coordinate technical development and trading tools improvement.

Key Responsibilities

Price custom baskets, MSCI indices and other existing indices according to Citi’s constraint and market level

Execute client orders hedging (live and market on close), including leveraged ETF providers flow

Monitor and manage risk (delta, financing, rate, x‑ccy)

Monitor and execute indices rebalancing and corporate actions affecting baskets and indices

Monitor and reconcile pnl in partnership with Product Control group

Work with partner in Technology and Product development to enhance the platform, improve risk management and client experience

Stay up to date with market parameters and economical news to generate trading ideas

Work in close collaboration with Sales force to ensure best in class client services and identify new opportunities. Be responsive to feedback and improve desk practice and push platform development accordingly

Develop tactical tools to enhance risk management framework and analytics

Practicing a culture of responsible finance, governance and supervision, expense discipline and ethics

Connect with Financing and Resources management (FRM) to contain the resource footprint of the desk and respect allocated limit

Qualifications

3-7 years of experience on a Delta One trading role.

Proven ability to execute large orders in volatile market conditions.

Understanding of financial or regulatory reporting and analysis.

Strong data management capabilities and modeling experience.

Proficiency in one coding language a plus (e.g., VBA, SQL, Python).

Excellent communication skills, both written and verbal.

Master's degree in a finance field (e.g., Finance, Math, Statistics, etc).

Location New York, New York, United States

Type Full time

Salary Range $175,000.00 - $250,000.00

Benefits Citi offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. Available offerings may vary by jurisdiction, job level, and date of hire.

Equal Opportunity Employer Statement Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

Accessibility Statement If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.

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