Securities and Derivatives Intermediate Analyst

Citibank provides Middle Office services to a number of international clients utilizing its global presence and innovative technology platform. The Middle office department provides a comprehensive service designed to assist our clients’ fund managers in managing the fund’s investments. The key pillars of this service include trade lifecycle management, customized reporting, data provision and a real time day to day operational support network.

Team/Position Overview
The OTC Derivatives Middle Office team sit within the Investor Services business and provide post-trade services to Citi’s global client base. These services include trade affirmation/confirmation, independent valuation, cash settlement, reconciliation and reporting.

The department has a global presence with teams based in Ireland, North America (Ohio), Singapore and India.

This particular position will predominantly be within the OTC Derivatives valuation arm of the department. The OTC valuation team are tasked with generating independent valuations and risk metrics for Citi’s Middle Office, Fund Accounting and Collateral clients.

Key Responsibilities

Support the daily production of all valuation specific tasks including market data scrubbing, valuation generation and reconciliation

Collaborative role in quantitative projects and new product testing

Contributing role in client migrations, system upgrades and implementations from Operations team perspective

Provide oversight to support teams in India and all new members of the department

Act as the SME (Subject Matter Expert) for all compliance related tasks across the OTC Derivatives Middle Office department

Take a lead role in cross‑training across the department with an emphasis on technology applications/languages such as advanced MS Excel and VBA

Experience and Skills

Prior experience working in a quantitative role

Bachelor’s degree in a financial discipline – Mathematics, Quantitative Finance, Statistics, Economics, Engineering

Excellent verbal and written communication skills in English

Advanced knowledge of OTC derivatives theory and valuation methodologies an advantage

Strong technical knowledge including MS Excel, VBA, SQL

Advanced knowledge of Calypso a major advantage

Working knowledge of applications: Bloomberg, S&P Global Markit PV, ICE SuperDerivatives, TriOptima, Pricing Direct, xCeptor will be beneficial

Readiness to work during public holidays on rotational basis

By joining Citi Dublin, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well.

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

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.

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