Summary

This is a senior Delta One swaps trading role at Citi in London, focused on ETF swap provision and synthetic exposure. The role covers pricing, inventory and risk management, and product growth, with a hybrid arrangement allowing up to two days working from home per week.

Responsibilities

• Price new trades and balance returns against resource use
• Optimize index inventory and construct collateral baskets
• Manage basket swap lifecycles and associated hedges
• Build issuer relationships and develop new product offerings
• Coordinate with funding teams on financial resource needs
• Improve execution, monitoring, and trade workflow tools
• Partner with control functions to uphold governance requirements