This role supports the daily production of critical valuation tasks within the OTC Middle Office team, focusing on trade affirmation, confirmation, independent valuation, cash settlement, reconciliation, and reporting across global financial services. The position involves generating independent valuations for Citi's Middle Office, Fund Accounting, and Collateral clients, with responsibilities spanning market data analysis, valuation generation, and reconciliation processes.
Candidates must possess a Bachelor's degree in a financial discipline such as Mathematics, Quantitative Finance, Statistics, Economics, or Engineering, with proven experience in a quantitative role. Essential requirements include advanced knowledge of OTC derivatives theory and valuation methodologies, strong technical skills in MS Excel, VBA, and SQL, and preferably familiarity with financial platforms like Calypso, Bloomberg, IHS Markit PV, and other derivative pricing tools.
Citi offers a competitive base salary with annual reviews, a hybrid working model allowing up to two remote workdays per week, and a comprehensive benefits package designed to support employee well-being. The role provides opportunities for professional growth, cross-training in technology applications, and involvement in quantitative projects, system upgrades, and implementations, all within a global, inclusive workplace environment.
